Finite fuel Wiener-Poisson control

DOI10.1080/00207178408933259zbMATH Open0544.93080OpenAlexW2061584834MaRDI QIDQ3335665FDOQ3335665

Authors: Howard J. Weiner 

Publication date: 1984

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178408933259

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zbMATH Keywords

constraintBellman equationone-dimensional Wiener plus Poisson process

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Some solvable stochastic control problemst^†
• Optimal discounted linear control of the Wiener process
• Distributed Wiener-Poisson control †

Cited In (1)

• Two-sided Poisson control of linear diffusions

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