Switching and impulsive control of a reflected diffusion (Q759723): Difference between revisions
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Property / cites work: Regularity of the solution of the quasi variational inequality for the impulse control problem / rank | |||
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Property / cites work: Existence and uniqueness for degenerate second order variational inequalities / rank | |||
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Property / cites work: On a degenerate variational inequality with Neumann boundary conditions / rank | |||
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Property / cites work: On Some Impulse Control Problems with Long Run Average Cost / rank | |||
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Property / cites work: Optimal control by means switchings / rank | |||
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Revision as of 16:22, 14 June 2024
scientific article
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English | Switching and impulsive control of a reflected diffusion |
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Switching and impulsive control of a reflected diffusion (English)
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1984
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The author studies in this paper some control problems for reflected diffusion processes which include optimal stopping problems and impulsive control problems with switching costs. The reviewer had some difficulties to understand this paper, since there seems to be many misprints or missing arguments. A few examples: i) in corollary 2.1, the formulation of (2.8) seems rather strange (convergence in \(W^{1,\infty}\) means convergence in \(C^ 1!\) Does the author really want \(\partial^ 2\psi_ n/\partial x_ i\partial x_ j\) bounded from above for all i and j...), 2) in p. 157, line 15, why does \(M_ aV^ k_{n-1}\) satisfy (8), what about the inequality on \(\partial G\) in (2.8)....
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reflected diffusion processes
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impulsive control
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switching costs
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