On an impulsive control of additive processes

DOI10.1007/BF00531607zbMath0441.93044MaRDI QIDQ3883995

Hideo Nagai

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

impulsive controlquasivariational inequality

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

Separation principle for impulse control with partial information

Cites Work

• Nouvelles méthodes en contrôle impulsionnel
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