A class of solvable impulse control problems

Applied Mathematics and Optimization

Volumn 49, Issue 3, 2004, Pages 265-295

  Alvarez, Luis H R ^a  

^a UNIVERSITY OF TURKU   (Finland)

Author keywords

Diffusions; Impulse control; Minimal r excessive mappings; Recursive optimal stopping

Indexed keywords

ALGEBRA; BOUNDARY CONDITIONS; BROWNIAN MOVEMENT; CONFORMAL MAPPING; MARKOV PROCESSES; MATHEMATICAL MODELS; PROBLEM SOLVING; RANDOM PROCESSES; STOCHASTIC CONTROL SYSTEMS; THEOREM PROVING;

DIFFUSIONS; IMPULSE CONTROL; MINIMAL R-EXCESSIVE MAPPINGS; RECURSIVE OPTIMAL STOPPING;

LINEAR SYSTEMS;

EID: 21144447043     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00245-004-0792-z     Document Type: Article

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