Finite Horizon Impulse control of Stochastic Functional Differential Equations
نویسندگان
چکیده
In this work we show that one can solve a finite horizon non-Markovian impulse control problem with dependant dynamics. This dynamic satisfies certain functional Lipschitz conditions and is path dependent in such way the resulting trajectory becomes flow.
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ژورنال
عنوان ژورنال: Siam Journal on Control and Optimization
سال: 2023
ISSN: ['0363-0129', '1095-7138']
DOI: https://doi.org/10.1137/20m1350303