Some control problems with random intervention times

DOI10.1239/aap/999188321zbMath1012.93067OpenAlexW2031532427MaRDI QIDQ2749130

Hui Wang

Publication date: 16 June 2003

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/999188321

zbMATH Keywords

variational inequalitystochastic controloptimal control problemPoisson processvalue functionimpulse controlgeneralized Itô formula

Mathematics Subject Classification ID

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