Generalized Solutions in Nonlinear Stochastic Control Problems (Q4537808)
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scientific article; zbMATH DE number 1758252
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Solutions in Nonlinear Stochastic Control Problems |
scientific article; zbMATH DE number 1758252 |
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Generalized Solutions in Nonlinear Stochastic Control Problems (English)
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23 June 2002
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nonlinear stochastic systems
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impulse control
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generalized solutions
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discontinuous time-change
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optimal control
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diffusion process
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admissible controls
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integral constraint
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optimal stopping
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existence
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