Optimal stochastic impulse control with delayed reaction
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Cites work
- scientific article; zbMATH DE number 1147065 (Why is no real title available?)
- Applied stochastic control of jump diffusions
- Explicit Solution of Inventory Problems with Delivery Lags
- Impulse control problem on finite horizon with execution delay
- OPTIMAL STOPPING WITH DELAYED INFORMATION
- Optimal control problem associated with jump processes
- The effects of implementation delay on decision-making under uncertainty
- The impact of delivery lags on irreversible investment under uncertainty
Cited in
(28)- Optimal exploitation of a resource with stochastic population dynamics and delayed renewal
- Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations
- A finite horizon optimal stochastic impulse control problem with a decision lag
- Solving impulse-control problems with control delays
- Infinite horizon stochastic impulse control with delay and random coefficients
- Linear-Quadratic Stochastic Stackelberg Games of N Players for Time-Delay Systems and Related FBSDEs
- Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls
- Stochastic differential games involving impulse controls
- Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes
- Linear-quadratic delayed mean-field social optimization
- An approximation scheme for impulse control with random reaction periods
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls
- Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay
- Optimal execution with stochastic delay
- The effects of implementation delay on decision-making under uncertainty
- Optimal stochastic impulse control with random coefficients and execution delay
- On the problems of sequential statistical inference for Wiener processes with delayed observations
- scientific article; zbMATH DE number 147672 (Why is no real title available?)
- Optimal Impulse Control When Control Actions Have Random Consequences
- On the finite horizon optimal switching problem with random lag
- Impulse control problem on finite horizon with execution delay
- Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation
- Stochastic optimal control problem in advertising model with delay
- Recursive stochastic \(H_{2}/H_{\infty}\) control problem for delay systems involving continuous and impulse controls
- A limited-feedback approximation scheme for optimal switching problems with execution delays
- Analysis of the optimal exercise boundary of American put options with delivery lags
- Rational expectations: an approach of anticipated linear-quadratic social optima
- Finite Horizon Impulse control of Stochastic Functional Differential Equations
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