scientific article

zbMATH Open0770.49022MaRDI QIDQ4008317FDOQ4008317

Jiongmin Yong, Ying Hu

Publication date: 27 September 1992

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

zbMATH Keywords

maximum principlestochastic systemoptimal impulse control

Mathematics Subject Classification ID

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

Cited In (6)

• Continuity of the value function for deterministic optimal impulse control with terminal state constraint
• Title not available (Why is that?)
• 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
• A mixed linear quadratic optimal control problem with a controlled time horizon
• Title not available (Why is that?)

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