Finite fuel Wiener-Poisson control (Q3335665): Difference between revisions

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Property / cites work: Some solvable stochastic control problemst<sup>†</sup> / rank
 
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Property / cites work: Q5520962 / rank
 
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Property / cites work: Q4189915 / rank
 
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Property / cites work: Optimal discounted linear control of the Wiener process / rank
 
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Property / cites work: Distributed Wiener-Poisson control † / rank
 
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Latest revision as of 13:37, 14 June 2024

scientific article
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Finite fuel Wiener-Poisson control
scientific article

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    Finite fuel Wiener-Poisson control (English)
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    1984
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    Bellman equation
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    one-dimensional Wiener plus Poisson process
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    constraint
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