scientific article; zbMATH DE number 934408

MaRDI QIDQ4895104zbMATH OpenFDO

Authors Fuchun Li

Publication date 16 February 1997

zbMATH Keywords

existenceoptimal controloptimal cost functionsingular stochastic control

Mathematics Subject Classification ID

Singular perturbations for ordinary differential equations (34E15) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20)

Recommendations

• Finite Fuel Problem in Nonlinear Singular Stochastic Control
• A class of extended singular stochastic models with stopping time
• Probabilistic aspects of finite-fuel stochastic control
• Finite-Fuel Singular Control With Discretionary Stopping

Cited in

(5)

• Average expected cost of nonsymmetric Richard model
• Finite Fuel Problem in Nonlinear Singular Stochastic Control
• A control problem with fuel constraint and Dawson-Watanabe superprocesses
• Optimal singular stochastic control problem with pay-off and complementary functions
• Uniqueness results for boundary value problems arising from finite fuel and other singular and unbounded stochastic control problems

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