On an impulsive control of additive processes

DOI10.1007/BF00531607MaRDI QIDQ3883995zbMATH OpenFDO

Authors Hideo Nagai

Publication date 1980

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00531607

zbMATH Keywords

impulsive controlquasivariational inequality

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimality conditions for problems involving randomness (49K45) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• scientific article; zbMATH DE number 3421791 (Why is no real title available?)
• Nouvelles méthodes en contrôle impulsionnel

Cited in

(1)

• Separation principle for impulse control with partial information

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