Solution examples of an impulse control problem

DOI10.1016/j.cam.2013.04.038zbMath1316.49042OpenAlexW2095587065MaRDI QIDQ2349654

Monique Pontier, Rim Amami

Publication date: 17 June 2015

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

Full work available at URL: https://doi.org/10.1016/j.cam.2013.04.038

zbMATH Keywords

optimization problemimpulse controloptimal expected profit

Mathematics Subject Classification ID

Impulsive optimal control problems (49N25)

Cites Work

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• Impulse control problem on finite horizon with execution delay
• A PDE approach to regularity of solutions to finite horizon optimal switching problems
• A model of optimal portfolio selection under liquidity risk and price impact
• Optimal strategies in a risky debt context
• A Finite Horizon Optimal Multiple Switching Problem
• Deterministic Impulse Control Problems
• Techniques probabilistes dans le contrôle impulsionnel
• Optimal Switching in an Economic Activity under Uncertainty
• Impulse control problem with switching technology
• On the Starting and Stopping Problem: Application in Reversible Investments
• The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions

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