scientific article; zbMATH DE number 4006130

zbMATH Open0619.93071MaRDI QIDQ3757801FDOQ3757801

Kunhui Liu

Publication date: 1986

Title of this publication is not available (Why is that?)

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zbMATH Keywords

diffusion processstopping timesrandom jumpsoptimal cost functionoptimal impulse controlRichard's model

Mathematics Subject Classification ID

Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20)

Cited In (5)

• Average expected cost of nonsymmetric Richard model
• A new class of impulse stochastic control models with non-negative control quantity
• Boundedness of a derived function of a solution of a class of diffusion variational equations
• The generalization of a class of impulse stochastic control models of a geometric Brownian motion
• Exact solutions to the homing problem for a Wiener process with jumps

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