Impulse Control of Brownian Motion

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A simplified treatment of the theory of optimal regulation of Brownian motion
Super contact and related optimality conditions
Control chart and stochastic control processes
Optimal Central Bank intervention in the foreign exchange market
Valuing flexibility: An impulse control framework
Irreversible investment with uncertainty and scale economies
Controlling inventory when prices fluctuate randomly
An explicit solution for dynamic menu costs with zero discounting
Stochastic models for broker inventory in dealership markets with a cash management interpretation.
An approximation scheme for impulse control with random reaction periods
Analysis of the stochastic cash balance problem using a level crossing technique
Optimization of risk policy and dividends with fixed transaction costs under interest rate
Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
Irreversible investment with regime shifts
Optimal policy for Brownian inventory models with general convex inventory cost
Risk analysis for a stochastic cash manangement model with two type of customers
Optimal reinsurance-investment and dividends problem with fixed transaction costs
Robust classical-impulse stochastic control problems in an infinite horizon
An optimal pricing policy under a Markov chain model
Management of online server congestion using optimal demand throttling
Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach
The generalization of a class of impulse stochastic control models of a geometric Brownian motion
Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates
Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
On a strategic model of pollution control
Optimal impulse control for a multidimensional cash management system with generalized cost functions
Optimal stopping and free boundary characterizations for some Brownian control problems
Optimal exchange rates management using stochastic impulse control for geometric Lévy processes
An impulse control of a geometric Brownian motion with quadratic costs
A fuzzy stochastic single-period model for cash management
A probabilistic approach to the stochastic fluid cash management balance problem
Optimal inventory control with path-dependent cost criteria
Optimal control policy for a Brownian inventory system with concave ordering cost
Impulse control of interest rates
A general verification result for stochastic impulse control problems
Absolutely continuous and singular stochastic control^†
A control of a brownian storage system with two switcnover drifts
Impulse control of a brownian inventory system with supplier uncertainty
Optimal Index Tracking Under Transaction Costs and Impulse Control
A Markov decision process with convex reward and its associated stopping game
First-exit times for compound poisson processes for some types of positive and negative jumps
Optimal drift rate control and impulse control for a stochastic inventory/production system
NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS
Ergodic control of diffusions with random intervention times
Robust Inventory Management: An Optimal Control Approach
Sequential capacity expansion options
Real options problem with nonsmooth obstacle
Nonzero-sum stochastic games and mean-field games with impulse controls
Infinite horizon stochastic impulse control with delay and random coefficients
Approximations and optimal control for state-dependent limited processor sharing queues
Optimal stochastic impulse control with random coefficients and execution delay
Instantaneous control of Brownian motion with a positive lead time
Technical Note—On the Optimality of Reflection Control
Impulse control with discontinuous setup costs: discounted cost criterion
Brownian inventory models with convex holding cost. I: Average-optimal controls
Brownian inventory models with convex holding cost. II: Discount-optimal controls
The economic average cost Brownian control problem
Optimal dividend strategy with transaction costs for an upward jump model
A Method for Computing Double Band Policies for Switching between Two Diffusions
A measure approach for continuous inventory models: discounted cost criterion
Optimization and growth in first-passage resetting
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications
Adiabatic limit in the Ginzburg-Landau and Seiberg-Witten equations
Optimal cash management using impulse control
A singular stochastic control problem with direction switching cost
On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes
Optimal spot market inventory strategies in the presence of cost and price risk
Deep impulse control: application to interest rate intervention
Boolean-controlled systems via receding horizon and linear programing
The solution to an impulse control problem motivated by optimal harvesting
Two-sided Poisson control of linear diffusions
Optimal target zones
Risk-sensitive impulse control problems with jumps and execution delays
Asymptotically optimal energy consumption and inventory control in a make-to-stock manufacturing system
Optimal drift rate control and two-sided impulse control for a Brownian system with the long-run average criterion
On the optimality of stepwise policies for managing capacity, inventory and backorders
Optimal impulse control for cyber risk management
A generalized impulse control model of cash management
Optimal investment with lumpy costs

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