An optimal control problem with a random stopping time
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Cites work
- Control of systems with jump Markov disturbances
- Dynamic Programming and Minimum Principles for Systems with Jump Markov Disturbances
- Existence theorems for Lagrange control problems with unbounded time domain
- Necessary Conditions for Optimal Control Problems with Infinite Horizons
- On the Admissible Synthesis in Optimal Control Theory and Differential Games
- On the Transversality Condition in Infinite Horizon Optimal Problems
- Optimal control of piecewise deterministic markov process
- Sufficient Conditions for Optimality and the Justification of the Dynamic Programming Method
Cited in
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- Turnpikes and computation of piecewise open-loop equilibria in stochastic differential games
- COMPUTING EQUILIBRIA IN STOCHASTIC GAMES OF INTERGENERATIONAL EQUITY
- Turnpikes in flow control models of unreliable manufacturing systems
- A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping
- A stochastic control model of economic growth with environmental disaster prevention
- The impact of product recall on advertising decisions and firm profit while envisioning crisis or being hazard myopic
- Time scale decomposition in production planning for unreliable flexible manufacturing systems
- Non-constant discounting and differential games with random time horizon
- Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes
- Dynamic Programming Equations for the Game-Theoretical Problem with Random Initial Time
- Using age structure for a multi-stage optimal control model with random switching time
- Recursive utility and optimal capital accumulation. II: Sensitivity and duality theory
- Optimal control problems with stopping constraints
- Profiting from product-harm crises in competitive markets
- Advertising a product to face a competitor entry: a differential game approach
- A multigenerational game model to analyze sustainable development
- Control-theoretic models of environmental crime
- Venture capital financed investments in intellectual capital
- Recursive variational problems in nonreflexive Banach spaces with an infinite horizon: an existence result
- Turnpike properties for a class of piecewise deterministic systems arising in manufacturing flow control
- Maximum principle for control problems with uncertain horizon and variable discount rate
- Stochastic control problem with stopping time under jump-diffusion model
- On a nonrenewable resource extraction game played by asymmetric firms
- Threshold control of mutual insurance with limited commitment
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- scientific article; zbMATH DE number 5159430 (Why is no real title available?)
- An OLG differential game of pollution control with the risk of a catastrophic climate change
- Optimal control computation for nonlinear systems with state-dependent stopping criteria
- Stochastic maximum principle for optimal control problem with a stopping time cost functional
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