Maximum principle for stochastic recursive optimal control problems involving impulse controls
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Publication:448783
DOI10.1155/2012/709682zbMath1246.93128OpenAlexW2016285691WikidataQ58696630 ScholiaQ58696630MaRDI QIDQ448783
Publication date: 7 September 2012
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/709682
Related Items (7)
Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls ⋮ Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls ⋮ Continuity of the value function for deterministic optimal impulse control with terminal state constraint ⋮ Necessary stochastic maximum principle for dissipative systems on infinite time horizon ⋮ Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls ⋮ Sufficient stochastic maximum principle for discounted control problem ⋮ Infinite horizon backward stochastic Volterra integral equations and discounted control problems
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