Avoiding the origin: A finite-fuel stochastic control problem

DOI10.1214/aoap/1037125867zbMath1027.93043OpenAlexW2079069891MaRDI QIDQ1872388

S. D. Jacka

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1037125867

zbMATH Keywords

stochastic optimal controlreflecting boundarycontrol of a satellite

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Stochastic integrals (60H05)

Related Items (6)

Regular finite fuel stochastic control problems with exit time ⋮ On solvability of a two-sided singular control problem ⋮ A singular control model with application to the goodwill problem ⋮ Necessary conditions for optimal singular stochastic control problems ⋮ Irreversible capital accumulation with economic impact ⋮ The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure

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• A Finite Fuel Stochastic Control Problem on a Finite Time Horizon
• Keeping a satellite aloft: two finite fuel stochastic control models
• Sequential decisions in the control of a space-ship (finite fuel)

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