The Separation Principle for Impulse Control Problems

DOI10.2307/2043957zbMath0466.93074OpenAlexW4233252742MaRDI QIDQ3919575

José Luis Menaldi

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2043957

zbMATH Keywords

variational inequalitydiffusion processseparation principle of stochastic control impulse controls

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20) Diffusion processes (60J60)

Related Items (1)

Dynamic sampling applied to problems in optimal control

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