On the Impulse Control of Jump Diffusions
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Publication:2848600
DOI10.1137/120863836zbMath1272.49073arXiv1201.4821OpenAlexW2074526884MaRDI QIDQ2848600
Erhan Bayraktar, Thomas Emmerling, José Luis Menaldi
Publication date: 26 September 2013
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.4821
regularitydistributional solutionquasi-variational inequalityimpulse control problemcontrolled jump-diffusion
Variational inequalities (49J40) Optimal stochastic control (93E20) Regularity of solutions in optimal control (49N60) Impulsive optimal control problems (49N25)
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