A new class of impulse stochastic control models with non-negative control quantity
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Publication:543278
DOI10.1007/s11432-010-4174-7zbMath1227.93129MaRDI QIDQ543278
Publication date: 17 June 2011
Published in: Science China. Information Sciences (Search for Journal in Brave)
Full work available at URL: http://engine.scichina.com/doi/10.1007/s11432-010-4174-7
optimal control; variational equation; semi-martingale; control quantity; impulse stochastic control
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