DocumentCode
485577
Title
Stochastic Impulsive Control Problems for Degenerate Reflected Diffusions
Author
Menaldi, José Luis
Author_Institution
Department of Mathematics, Wayne State University, Detroit, Michigan 48202
fYear
1982
fDate
14-16 June 1982
Firstpage
501
Lastpage
506
Abstract
In this paper we give a characterization of the optimal cost of a stopping time problem (resp. impulse control problem) as the solution of a variational (resp. quasi-variational) inequality without assuming coercivity. The evolution case under Neumann boundary conditions is treated by combining the analytic and probabilistic methods.
Keywords
Books; Boundary conditions; Coercive force; Cost function; Extraterrestrial measurements; Mathematics; Optimal control; Q measurement; Stochastic processes; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1982
Conference_Location
Arlington, VA, USA
Type
conf
Filename
4787901
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