Finite Fuel Problem in Nonlinear Singular Stochastic Control

DOI10.1137/050637236MaRDI QIDQ3516075zbMATH OpenOpenAlexFDO

Authors M. Motta, C. Sartori

Publication date 1 August 2008

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/050637236

zbMATH Keywords

degenerate parabolic HJB equationsrepresentation formulassingular stochastic control problemsviscosity solutions

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal stochastic control (93E20)

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(15)

• Normality and nondegeneracy of the maximum principle in optimal impulsive control under state constraints
• Irreversible capital accumulation with economic impact
• On a class of singular stochastic control problems driven by Lévy noise
• Finite-Fuel Singular Control With Discretionary Stopping
• Using fuel to control a process to a goal
• Regular finite fuel stochastic control problems with exit time
• Optimal Control under a Dynamic Fuel Constraint
• Probabilistic aspects of finite-fuel stochastic control
• scientific article; zbMATH DE number 3935839 (Why is no real title available?)
• A control problem with fuel constraint and Dawson-Watanabe superprocesses
• Keeping a satellite aloft: two finite fuel stochastic control models
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• From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes
• On the value function of weakly coercive problems in nonlinear stochastic control
• Uniqueness results for boundary value problems arising from finite fuel and other singular and unbounded stochastic control problems

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