Switching and impulsive control of a reflected diffusion

DOI10.1007/BF01442175zbMath0553.93068OpenAlexW2087337116MaRDI QIDQ759723

Yu-Chung Liao

Publication date: 1984

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01442175

zbMATH Keywords

switching costsimpulsive controlreflected diffusion processes

Mathematics Subject Classification ID

Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (6)

Optimal selection policy for a flexible manufacturing cell using optimal stochastic switching ⋮ Input-to-state stability of impulsive and switching hybrid systems with time-delay ⋮ The economic average cost Brownian control problem ⋮ Optimal stochastic switching of dynamic routing in networks ⋮ Solving the drift control problem ⋮ Optimal stochastic switching of some queueing networks

Cites Work

• On a degenerate variational inequality with Neumann boundary conditions
• On Some Impulse Control Problems with Long Run Average Cost
• Existence and uniqueness for degenerate second order variational inequalities
• Regularity of the solution of the quasi variational inequality for the impulse control problem
• Diffusion processes with boundary conditions
• Optimal control by means switchings

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