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On the maximum principle for deterministic impulse control problems |
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| Authors: | R. Rempala J. Zabczyk |
| Affiliation: | (1) Institute of Mathematics, Polish Academy of Sciences, Warsaw, Poland |
| Abstract: | This paper is devoted to a simple and direct proof of a version of the Blaquiere's maximum principle for deterministic impulse control problems. |
| Keywords: | Maximum principle impulse strategy deterministic processes needle variations |
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