Open AccessStochastic impulse control Problem with state and time dependent cost functions
Author(s) -
Brahim El Asri,
Sehail Mazid
Publication year - 2020
Publication title -
mathematical control and related fields
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.658
H-Index - 21
eISSN - 2156-8472
pISSN - 2156-8499
DOI - 10.3934/mcrf.2020022
Subject(s) - hamilton–jacobi–bellman equation , impulse control , viscosity solution , impulse (physics) , mathematics , stochastic control , bellman equation , stochastic differential equation , elementary function , optimal control , mathematical analysis , mathematical optimization , physics , psychology , quantum mechanics , psychotherapist
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom