scientific article; zbMATH DE number 47431

zbMATH Open0766.49028MaRDI QIDQ3998553FDOQ3998553

Authors: Hui Huang 

Publication date: 17 September 1992

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

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zbMATH Keywords

diffusion processesjump processweak regularitymartingale methodHamilton-Jacobi-Bellman (HJB) equationsexistence of \(\varepsilon\)-optimal controlsperturbed capacity expansionpiecewise continuous stochastic processes

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20)

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• Piecewise continuous controls in Dieudonné-Rashevsky type problem
• Optimal control of stochastic sequences with constraints
• Commande optimale du processus de wiener
• Quality control by the optimal control of a discrete-state stochastic process
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• Variational and optimal control representations of conditioned and driven processes
• OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
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• Optimal stochastic control of the intensity of point processes
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