Finite fuel Wiener-Poisson control

DOI10.1080/00207178408933259MaRDI QIDQ3335665zbMATH OpenOpenAlexFDO

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

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)

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• Commande optimale du processus de wiener
• Probabilistic aspects of finite-fuel stochastic control
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• Using fuel to control a process to a goal
• Some control problems with random intervention times

Cites work

• scientific article; zbMATH DE number 3628142 (Why is no real title available?)
• scientific article; zbMATH DE number 3233089 (Why is no real title available?)
• Distributed Wiener-Poisson control †
• Optimal discounted linear control of the Wiener process
• Some solvable stochastic control problemst^†

Cited in

(1)

• Two-sided Poisson control of linear diffusions

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