On optimal stopping and impulse control with constraint
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Publication:2337437
DOI10.1007/978-3-030-25498-8_18zbMath1427.93225OpenAlexW2960341463MaRDI QIDQ2337437
Maurice Robin, José Luis Menaldi
Publication date: 20 November 2019
Full work available at URL: https://digitalcommons.wayne.edu/cgi/viewcontent.cgi?article=1099&context=mathfrp
ergodic controlimpulse controlinformation constraintscontrol by interventionsMarkov-Feller processes
Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic systems in control theory (general) (93E03)
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