Optimal Impulse Control of a Diffusion Process with Both Fixed and Proportional Costs of Control
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Publication:4123213
DOI10.1137/0315007zbMATH Open0352.93074OpenAlexW2153778950MaRDI QIDQ4123213FDOQ4123213
Authors: Scott F. Richard 
Publication date: 1977
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0315007
Cited In (20)
- Optimal drift rate control and impulse control for a stochastic inventory/production system
- A new class of impulse stochastic control models with non-negative control quantity
- Optimal control of a Brownian storage system
- An optimal pricing policy under a Markov chain model
- Optimal reinsurance-investment and dividends problem with fixed transaction costs
- Impulse output rapid stabilization for heat equations
- Boundedness of a derived function of a solution of a class of diffusion variational equations
- Solving impulse-control problems with control delays
- Optimal control policy for a Brownian inventory system with concave ordering cost
- Brownian inventory models with convex holding cost. I: Average-optimal controls
- Brownian inventory models with convex holding cost. II: Discount-optimal controls
- MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS
- The solution to an impulse control problem motivated by optimal harvesting
- The generalization of a class of impulse stochastic control models of a geometric Brownian motion
- On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes
- Optimal cash management using impulse control
- A representation theory for the impulse control of jump processes
- Optimal policy for Brownian inventory models with general convex inventory cost
- Optimum excess-loss reinsurance: A dynamic framework
- Impulse output feedback stabilization of Fisher's equation
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