Optimal Impulse Control of a Diffusion Process with Both Fixed and Proportional Costs of Control
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Publication:4123213
Cited in
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- Boundedness of a derived function of a solution of a class of diffusion variational equations
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- Brownian inventory models with convex holding cost. I: Average-optimal controls
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- Optimal cash management using impulse control
- Optimal policy for Brownian inventory models with general convex inventory cost
- A representation theory for the impulse control of jump processes
- Optimum excess-loss reinsurance: A dynamic framework
- Impulse output feedback stabilization of Fisher's equation
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