On some impulse control problems with constraint
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Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Impulsive optimal control problems (49N25) Optimal feedback synthesis (49N35) Diffusion processes (60J60) Optimal stochastic control (93E20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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Cites work
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Cited in
(31)- Risk sensitive optimal stopping
- A note on asymptotics between singular and constrained control problems of one-dimensional diffusions
- On optimal stopping and impulse control with constraint
- Aggregated occupation measures and linear programming approach to constrained impulse control problems
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