Optimal stochastic impulse control with delayed reaction
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Publication:1021256
DOI10.1007/s00245-007-9034-5zbMath1161.93029OpenAlexW2007865084MaRDI QIDQ1021256
Publication date: 8 June 2009
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10852/10582
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15) Impulsive optimal control problems (49N25)
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