scientific article; zbMATH DE number 1121860

MaRDI QIDQ4379375zbMATH OpenFDO

Authors Kjell Arne Brekke, B. Øksendahl

Publication date 30 August 1998

zbMATH Keywords

Hamilton-Jacobi-Bellman equationimpulse control problemsquasivariational inequalitystochastic control

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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