A new class of impulse stochastic control models with non-negative control quantity (Q543278): Difference between revisions
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 49N25 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5909084 / rank | |||
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| Property / zbMATH Keywords | |||
impulse stochastic control | |||
| Property / zbMATH Keywords: impulse stochastic control / rank | |||
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control quantity | |||
| Property / zbMATH Keywords: control quantity / rank | |||
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variational equation | |||
| Property / zbMATH Keywords: variational equation / rank | |||
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optimal control | |||
| Property / zbMATH Keywords: optimal control / rank | |||
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semi-martingale | |||
| Property / zbMATH Keywords: semi-martingale / rank | |||
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Revision as of 11:46, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new class of impulse stochastic control models with non-negative control quantity |
scientific article |
Statements
A new class of impulse stochastic control models with non-negative control quantity (English)
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17 June 2011
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impulse stochastic control
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control quantity
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variational equation
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optimal control
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semi-martingale
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