Title :
Diffusions with positive unbounded controls
Author :
Dorroh, J.R. ; Ferreyra, Guillermo ; Sundar, P.
Author_Institution :
Dept. of Math., Louisiana State Univ., Baton Rouge, LA, USA
Abstract :
We give a preliminary sketch for a theory of impulsive stochastic controls based on a time substitution
Keywords :
Brownian motion; differential equations; diffusion; stochastic processes; time-domain analysis; Brownian motion; diffusions; impulsive stochastic controls; positive unbounded controls; stochastic differential equations; time substitution; Differential equations; Mathematics; Motion control; Optimal control; Stochastic processes;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411535
