Maximum principle for stochastic recursive optimal control problems involving impulse controls
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Publication:448783
DOI10.1155/2012/709682zbMATH Open1246.93128OpenAlexW2016285691WikidataQ58696630 ScholiaQ58696630MaRDI QIDQ448783FDOQ448783
Authors: Zhen Wu, Feng Zhang 
Publication date: 7 September 2012
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/709682
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Cited In (11)
- Continuity of the value function for deterministic optimal impulse control with terminal state constraint
- Necessary stochastic maximum principle for dissipative systems on infinite time horizon
- Title not available (Why is that?)
- Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls
- Title not available (Why is that?)
- A tutorial on the deterministic impulse control maximum principle: necessary and sufficient optimality conditions
- Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls
- Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls
- A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint
- Sufficient stochastic maximum principle for discounted control problem
- Infinite horizon backward stochastic Volterra integral equations and discounted control problems
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