scientific article; zbMATH DE number 147672

MaRDI QIDQ4030581zbMATH OpenFDO

Authors Kunhui Liu

Publication date 1 April 1993

zbMATH Keywords

cost functionWiener processoptimal impulse control

Mathematics Subject Classification ID

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

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• 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
• Some control problems with random intervention times
• Optimal impulse control on an unbounded domain with nonlinear cost functions
• scientific article; zbMATH DE number 1829162 (Why is no real title available?)

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