Impulse stochastic control determined by a Poisson process

DOI10.3969/J.ISSN.1006-7043.201207043MaRDI QIDQ5398728zbMATH OpenFDO

Authors Shaolin Tian, Jun Wang, Hongli Niu

Publication date 28 February 2014

Full work available at URL https://doi.org/10.3969/J.ISSN.1006-7043.201207043

zbMATH Keywords

impulse stochastic controlItô formulaoptimal controlPoisson processstopping timevariational inequality

Mathematics Subject Classification ID

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

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