Optimal impulse control when control actions have random consequences

Mathematics of Operations Research

Volumn 22, Issue 3, 1997, Pages 639-667

  Korn, Ralf ^a  

^a JOHANNES GUTENBERG UNIVERSITY   (Germany)

Author keywords

Exchange rate; Impulse control; Quasi variational inequalities; Random consequences

Indexed keywords

COMPUTATIONAL COMPLEXITY; CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIAL EQUATIONS; OPTIMAL CONTROL SYSTEMS; PROBABILITY; PROBLEM SOLVING; RANDOM PROCESSES;

OPTIMAL IMPULSE CONTROL; QUASI VARIATIONAL INEQUALITIES;

PROCESS CONTROL;

EID: 0031209962     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.22.3.639     Document Type: Article

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