Impulse control problem with switching technology

DOI10.1080/17442508.2012.656644zbMath1251.93136OpenAlexW2093619939MaRDI QIDQ4648599

Rim Amami

Publication date: 9 November 2012

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2012.656644

zbMATH Keywords

impulse control problemdynamic programming principlemaximum conditional profit

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (2)

Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients ⋮ Solution examples of an impulse control problem

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
• Selection theorems and their applications
• A Finite Horizon Optimal Multiple Switching Problem
• Techniques probabilistes dans le contrôle impulsionnel
• Optimal Switching in an Economic Activity under Uncertainty
• 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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