Title :
Stochastic Impulsive Control Problems for Degenerate Reflected Diffusions
Author :
Menaldi, José Luis
Author_Institution :
Department of Mathematics, Wayne State University, Detroit, Michigan 48202
Abstract :
In this paper we give a characterization of the optimal cost of a stopping time problem (resp. impulse control problem) as the solution of a variational (resp. quasi-variational) inequality without assuming coercivity. The evolution case under Neumann boundary conditions is treated by combining the analytic and probabilistic methods.
Keywords :
Books; Boundary conditions; Coercive force; Cost function; Extraterrestrial measurements; Mathematics; Optimal control; Q measurement; Stochastic processes; Stochastic systems;
Conference_Titel :
American Control Conference, 1982
Conference_Location :
Arlington, VA, USA