• 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