Infinite horizon impulse control problem with continuous costs, numerical solutions
DOI10.1080/17442508.2017.1307985zbMATH Open1395.91269OpenAlexW2781802837MaRDI QIDQ4584684FDOQ4584684
Hani Abidi, Rim Amami, Monique Pontier
Publication date: 4 September 2018
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2017.1307985
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Production theory, theory of the firm (91B38) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Optimal stochastic control (93E20)
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Cited In (5)
- Asymptotics of impulse control problem with multiplicative reward
- NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS
- Finite Horizon Impulse control of Stochastic Functional Differential Equations
- A class of solvable impulse control problems
- Infinite horizon impulse control problem with jumps and continuous switching costs
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