Optimal Impulse Control of a Diffusion Process with Both Fixed and Proportional Costs of Control

DOI10.1137/0315007zbMath0352.93074OpenAlexW2153778950MaRDI QIDQ4123213

Scott F. Richard

Publication date: 1977

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0315007

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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