Optimal control problems with state specific jumps in the state equation
DOI10.1515/MEL-2013-0005zbMATH Open1327.49032OpenAlexW2046288948MaRDI QIDQ486477FDOQ486477
Authors: Frank N. Caliendo, Nick L. Guo
Publication date: 15 January 2015
Published in: Mathematical Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mel-2013-0005
Recommendations
- On a class of optimal control problems with state jumps
- Optimal control problem associated with jump processes
- State and Control Path-Dependent Stochastic Optimal Control With Jumps
- The optimal control problem with state constraints for forward-backward stochastic systems with jumps
- Existence Theorems for Optimal Control and Calculus of Variations Problems Where the States Can Jump
- The optimal control problem of deterministic jumping transition systems
- Existence of an optimal control with sparse jumps in the state variable
- The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps
- State-constrained optimal control problems of impulsive differential equations
- Optimal control of state constrained integral equations
Differential games and control (49N70) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15) Applications of optimal control and differential games (49N90) Economic growth models (91B62)
Cited In (3)
This page was built for publication: Optimal control problems with state specific jumps in the state equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q486477)