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Publication:3757801
zbMath0619.93071MaRDI QIDQ3757801
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
diffusion processstopping timesrandom jumpsoptimal cost functionoptimal impulse controlRichard's model
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)
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Boundedness of a derived function of a solution of a class of diffusion variational equations ⋮ A new class of impulse stochastic control models with non-negative control quantity ⋮ The generalization of a class of impulse stochastic control models of a geometric Brownian motion
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