Stochastic impulse control problem with state and time dependent cost functions
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Publication:829001
DOI10.3934/mcrf.2020022zbMath1461.93541OpenAlexW3012762416MaRDI QIDQ829001
Publication date: 5 May 2021
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/mcrf.2020022
Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Impulsive control/observation systems (93C27)
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