Optimal impulse control problems for degenerate diffusions with jumps
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- On impulsive control with long run average cost criterion
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Cited in
(22)- Systems governed by ordinary differential equations with continuous, switching and impulse controls
- Continuity of the value function for deterministic optimal impulse control with terminal state constraint
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions
- Impulse control of stochastic Navier-Stokes equations
- Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs
- Discrete-time hybrid control in Borel spaces: average cost optimality criterion
- Discrete-time hybrid control in Borel spaces
- A general verification result for stochastic impulse control problems
- Impulse control of a diffusion with a change point
- On some optimal stopping problems with constraint
- On some impulse control problems with constraint
- Discrete-time hybrid control processes with unbounded costs
- Stochastic hybrid control
- Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching
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- On some quasi-variational inequalities and other problems with moving sets
- Optimal stopping problems for a family of continuous-time Markov processes
- The boundary harnack principle for some degenerate elliptic operators
- Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach
- On the impulse control of jump diffusions
- A finite horizon optimal stochastic impulse control problem with a decision lag
- On the solution of general impulse control problems using superharmonic functions
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