scientific article; zbMATH DE number 62572

zbMATH Open0770.49022MaRDI QIDQ4008317FDOQ4008317

Authors: Ying Hu, Jiongmin Yong 

Publication date: 27 September 1992

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

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zbMATH Keywords

maximum principlestochastic systemoptimal impulse control

Mathematics Subject Classification ID

Impulsive optimal control problems (49N25) Optimal stochastic control (93E20)

Cited In (9)

• Continuity of the value function for deterministic optimal impulse control with terminal state constraint
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• Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice
• A tutorial on the deterministic impulse control maximum principle: necessary and sufficient optimality conditions
• Maximum principle for stochastic recursive optimal control problems involving impulse controls
• A mixed linear quadratic optimal control problem with a controlled time horizon
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