On singular stochastic control problems for diffusion with jumps
From MaRDI portal
Publication:3218044
DOI10.1109/TAC.1984.1103433zbMath0554.93076MaRDI QIDQ3218044
Maurice Robin, José Luis Menaldi
Publication date: 1984
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (13)
Optimal control and differential games with measures ⋮ Variational approach of serial multilevel production/inventory systems ⋮ Existence of singular optimal control laws for stochastic differential equations ⋮ A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations ⋮ Singular control problems in bounded intervals ⋮ Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions ⋮ Singular ergodic control for multidimensional Gaussian processes ⋮ Generalized solution in singular stochastic control: The nondegenerate problem ⋮ Singular ergodic control for multidimensional Gaussian–Poisson processes ⋮ On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures ⋮ Nearly Optimal Impulsive Controls for Reflected Wideband Width Process ⋮ Optimal correction problem of a multidimensional stochastic system ⋮ Optimal impulse control problems for degenerate diffusions with jumps
This page was built for publication: On singular stochastic control problems for diffusion with jumps