On Some Impulse Control Problems with Constraint
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Publication:5370986
DOI10.1137/16M1090302zbMath1381.49037MaRDI QIDQ5370986
José Luis Menaldi, Maurice Robin
Publication date: 24 October 2017
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
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Related Items (15)
On Some Ergodic Impulse Control Problems with Constraint ⋮ On Some Quasi-Variational Inequalities and Other Problems with Moving Sets ⋮ Continuity of the value function for deterministic optimal impulse control with terminal state constraint ⋮ On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes ⋮ Ergodic switching control for diffusion-type processes ⋮ Long-Run Risk-Sensitive Impulse Control ⋮ Risk sensitive optimal stopping ⋮ On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only ⋮ Ergodic control of diffusions with random intervention times ⋮ A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag ⋮ Optimal Impulse Control of Dynamical Systems ⋮ Dynkin Games with Poisson Random Intervention Times ⋮ Ergodic impulse control with constraint: locally compact case ⋮ A note on asymptotics between singular and constrained control problems of one-dimensional diffusions ⋮ On the equivalence of the integral and differential Bellman equations in impulse control problems
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