Stochastic control problems where small intervention costs have big effects

Applied Mathematics and Optimization

Volumn 40, Issue 3, 1999, Pages 355-375

  Oksendal B ^a,b  

^a UNIVERSITY OF OSLO   (Norway)

^b NORWEGIAN SCHOOL OF ECONOMICS   (Norway)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEM ANALYSIS; PROBLEM SOLVING; VARIATIONAL TECHNIQUES;

IMPULSE CONTROL; QUASI-VARIATIONAL INEQUALITY;

STOCHASTIC CONTROL SYSTEMS;

EID: 0032691086     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s002459900130     Document Type: Article

References (16)

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