On Some Impulse Control Problems with Constraint

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)

zbMATH Keywords

information constraintscontrol by interventionsMarkov-Feller processes

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimal switching at Poisson random intervention times
• Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions
• Discrete-time hybrid control in Borel spaces: average cost optimality criterion
• Optimal impulse control problems for degenerate diffusions with jumps
• Impulse control of stochastic Navier-Stokes equations
• Optimal stopping with information constraint
• Some control problems with random intervention times
• On Some Optimal Stopping Problems with Constraint
• Optimal stopping with random intervention times
• Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming
• Stochastic Control Representations for Penalized Backward Stochastic Differential Equations

This page was built for publication: On Some Impulse Control Problems with Constraint