scientific article

zbMATH Open0766.49028MaRDI QIDQ3998553

Hui Huang

Publication date: 17 September 1992

Title of this publication is not available (Why is that?)

zbMATH Keywords

diffusion processesjump processweak regularitymartingale methodHamilton-Jacobi-Bellman (HJB) equationsexistence of \(\varepsilon\)-optimal controlsperturbed capacity expansionpiecewise continuous stochastic processes

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)

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Title not available (Why is that?) ⋮ OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES ⋮ Variational and optimal control representations of conditioned and driven processes ⋮ Piecewise continuous controls in Dieudonné-Rashevsky type problem ⋮ Optimal control of stochastic sequences with constraints ⋮ Commande optimale du processus de wiener ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Optimal stochastic control of the intensity of point processes ⋮ Title not available (Why is that?)

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