The model of stochastic control and applications

MaRDI QIDQ867523zbMATH OpenFDO

Authors Nguyen Hong Hai, Dang Thanh Hai

Publication date 15 February 2007

Published in Vietnam Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

constructionexistence of an optimal strategyPoisson jumpssemi-Markov process

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20)

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