Optimal Control under a Dynamic Fuel Constraint
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Publication:3427531
DOI10.1137/040616966zbMath1116.49306OpenAlexW2027874533MaRDI QIDQ3427531
Publication date: 20 March 2007
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/040616966
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10) Existence of optimal solutions to problems involving randomness (49J55)
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