On Some Impulse Control Problems with Constraint

DOI10.1137/16M1090302zbMath1381.49037MaRDI QIDQ5370986

José Luis Menaldi, Maurice Robin

Publication date: 24 October 2017

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

information constraintscontrol by interventionsMarkov-Feller processes

Mathematics Subject Classification ID

Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Optimal feedback synthesis (49N35) Optimal stochastic control (93E20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Diffusion processes (60J60) Impulsive optimal control problems (49N25)

Related Items (15)

On Some Ergodic Impulse Control Problems with Constraint ⋮ On Some Quasi-Variational Inequalities and Other Problems with Moving Sets ⋮ Continuity of the value function for deterministic optimal impulse control with terminal state constraint ⋮ On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes ⋮ Ergodic switching control for diffusion-type processes ⋮ Long-Run Risk-Sensitive Impulse Control ⋮ Risk sensitive optimal stopping ⋮ On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only ⋮ Ergodic control of diffusions with random intervention times ⋮ A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag ⋮ Optimal Impulse Control of Dynamical Systems ⋮ Dynkin Games with Poisson Random Intervention Times ⋮ Ergodic impulse control with constraint: locally compact case ⋮ A note on asymptotics between singular and constrained control problems of one-dimensional diffusions ⋮ On the equivalence of the integral and differential Bellman equations in impulse control problems

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