A new class of impulse stochastic control models with non-negative control quantity

DOI10.1007/s11432-010-4174-7zbMath1227.93129OpenAlexW2036157041MaRDI QIDQ543278

XiaoPeng Liu, Kun Hui Liu

Publication date: 17 June 2011

Published in: Science China. Information Sciences (Search for Journal in Brave)

Full work available at URL: http://engine.scichina.com/doi/10.1007/s11432-010-4174-7

zbMATH Keywords

optimal controlvariational equationsemi-martingalecontrol quantityimpulse stochastic control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Impulsive optimal control problems (49N25)

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