Average expected cost of nonsymmetric Richard model

MaRDI QIDQ3513701zbMATH OpenFDO

Authors Shaolin Tian, Shengbian Zhao, Kunhui Liu

Publication date 6 August 2008

zbMATH Keywords

impulse controlmartingaleRichard modelstochastic analysisstochastic differential equationvariational equation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Automated systems (robots, etc.) in control theory (93C85) Stochastic systems and control (93E99)

Recommendations

• scientific article; zbMATH DE number 4006130
• On the nonsymmetric stationary models of singular stochastic control for diffusions
• scientific article; zbMATH DE number 934408
• scientific article; zbMATH DE number 4128168
• scientific article; zbMATH DE number 3922354

This page was built for publication: Average expected cost of nonsymmetric Richard model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3513701)