DocumentCode
1687895
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
Volume
3
fYear
1994
Firstpage
2591
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/CDC.1994.411535
Filename
411535
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