On the Optimal Impulse Control Problem for Degenerate Diffusions
- 1 November 1980
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 18 (6) , 722-739
- https://doi.org/10.1137/0318053
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Le Problème de contrôle impulsionnel optimal déterministe et l'inéquation quasi-variationnelle du premier ordre associéeApplied Mathematics & Optimization, 1982
- The separation principle for impulse control problemsProceedings of the American Mathematical Society, 1981
- On the Optimal Stopping Time Problem for Degenerate DiffusionsSIAM Journal on Control and Optimization, 1980
- Techniques probabilistes dans le contrôle impulsionnelStochastics, 1979
- On degenerate elliptic‐parabolic operators of second order and their associated diffusionsCommunications on Pure and Applied Mathematics, 1972