• DocumentCode
    3054113
  • Title

    Optimal stochastic control involving impulse and switching actions

  • Author

    Belbas, S.A. ; Lenhart, S.M.

  • Author_Institution
    University of Maryland, College Park, MD
  • fYear
    1983
  • fDate
    - Dec. 1983
  • Firstpage
    1194
  • Lastpage
    1195
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1983. The 22nd IEEE Conference on
  • Conference_Location
    San Antonio, TX, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1983.269712
  • Filename
    4047743
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3054113