On a class of singular stochastic control problems
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Publication:1070990
zbMath0584.93070MaRDI QIDQ1070990
Maurice Robin, José Luis Menaldi
Publication date: 1983
Published in: Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)
value functionimpulse controlsingular stochastic controldynamic programming equationquasivariational inequality
Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Nonlinear elliptic equations (35J60) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)
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