DocumentCode
485578
Title
Semi-Group Methods in Stochastic Control
Author
Robin, Maurice
Author_Institution
INRIA, Domaine de Voluceau, B.P.105, Rocquencourt, 78153 LE CHESNAY CEDEX, FRANCE
fYear
1982
fDate
14-16 June 1982
Firstpage
507
Lastpage
510
Abstract
The aim of this paper is to give a survey of some of the semi-group methods in stochastic control. This includes mainly semi-group formulation of dynamic programming equation for general Feller processes in the case of optimal stopping, impulse control, and some case of "continuous control" problems. Indications are given on some open questions and examples are provided.
Keywords
Bibliographies; Cost function; Diffusion processes; Dynamic programming; Equations; Jacobian matrices; Markov processes; Optimal control; Process control; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1982
Conference_Location
Arlington, VA, USA
Type
conf
Filename
4787902
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