Hybrid optimal impulse control
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Cites work
- A Nondegenerate Maximum Principle for the Impulse Control Problem with State Constraints
- AMERICAN OPTIONS WITH REGIME SWITCHING
- An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand
- Applied stochastic control of jump diffusions
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Cited in
(8)- Stochastic impulse control with regime-switching dynamics
- Nonzero-sum impulse games with regime switching
- Optimal stochastic impulse and regular control for capital injections: a hybrid strategy
- Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls
- Optimal stopping and impulse control in the presence of an anticipated regime switch
- Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions
- Recursive impulse control problem with Markov-switching and viscosity solution of HJB equation
- Event-triggered optimal fault-tolerant control for a class of uncertain strict-feedback nonlinear systems
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