Title :
Optimal stochastic control involving impulse and switching actions
Author :
Belbas, S.A. ; Lenhart, S.M.
Author_Institution :
University of Maryland, College Park, MD
Abstract :
We show existence, uniqueness, and W2,?? - regularity of the system of non-linear partial differential equations, associated with stochastic optimal control problems involving costly switchings and impulses.
Keywords :
Mathematics; Optimal control; Stochastic processes;
Conference_Titel :
Decision and Control, 1983. The 22nd IEEE Conference on
Conference_Location :
San Antonio, TX, USA
DOI :
10.1109/CDC.1983.269712
