Switching and impulsive control of a reflected diffusion
DOI10.1007/BF01442175zbMATH Open0553.93068OpenAlexW2087337116MaRDI QIDQ759723FDOQ759723
Authors: 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
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Diffusion processes (60J60) Variational inequalities (49J40) Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20)
Cites Work
- Diffusion processes with boundary conditions
- On Some Impulse Control Problems with Long Run Average Cost
- Optimal control by means switchings
- On a degenerate variational inequality with Neumann boundary conditions
- Existence and uniqueness for degenerate second order variational inequalities
- Regularity of the solution of the quasi variational inequality for the impulse control problem
Cited In (9)
- The economic average cost Brownian control problem
- Input-to-state stability of impulsive and switching hybrid systems with time-delay
- Impulse control of a diffusion with a change point
- Optimal selection policy for a flexible manufacturing cell using optimal stochastic switching
- Using control to shape stochastic escape and switching dynamics
- Optimal stochastic switching of some queueing networks
- Optimal stochastic switching of dynamic routing in networks
- Solving the drift control problem
- Controlled Switching Diffusions Under Ambiguity: The Average Criterion
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