Discrete parameter singular control problem with state dependent noise and non-smooth dynamics

DOI10.1080/07362999408809350zbMath0825.93980OpenAlexW2955604483MaRDI QIDQ4292524

Kandethody M. Ramachandran

Publication date: 8 June 1994

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999408809350

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Nearly Optimal Impulsive Controls for Reflected Wideband Width Process, A convergence method for stochastic differential games with a small parameter

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