Optimal Control under a Dynamic Fuel Constraint
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Publication:3427531
DOI10.1137/040616966zbMath1116.49306MaRDI QIDQ3427531
Publication date: 20 March 2007
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/040616966
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
91G10: Portfolio theory
49J55: Existence of optimal solutions to problems involving randomness
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