scientific article

zbMath1356.49067MaRDI QIDQ2954099

Stefano Baccarin

Publication date: 12 January 2017

Full work available at URL: http://online.watsci.org/fulltext_a_pdf/2016v23/v23n6a-pdf/1.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

quasi-variational inequalitiesimpulse controlgeometric Brownian motionvariable coefficientsoptimal feedback controlsintervention costs

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal feedback synthesis (49N35) Applications of optimal control and differential games (49N90) Brownian motion (60J65) Optimal stochastic control (93E20) Impulsive optimal control problems (49N25) Existence of optimal solutions to problems involving randomness (49J55)

This page was built for publication: