scientific article; zbMATH DE number 2154438

MaRDI QIDQ4664959zbMATH OpenFDO

Authors Rui-cheng Yang, Bing Xia, Kunhui Liu

Publication date 9 April 2005

zbMATH Keywords

optimal return function

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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(12)

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• Impulse control of multidimensional jump diffusions
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• On the Optimal Stochastic Impulse Control of Linear Diffusions
• A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions
• scientific article; zbMATH DE number 147672 (Why is no real title available?)
• Optimal stochastic impulse and regular control for capital injections: a hybrid strategy
• Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching
• Discussion on a class of impulse consumption control strategy of optimal stochastic problem
• Impulse control of a diffusion with a change point
• The solution to an impulse control problem motivated by optimal harvesting

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