Optimal impulse control on an unbounded domain with nonlinear cost functions

DOI10.1007/S10287-005-0045-XzbMath1145.49021OpenAlexW2010208380MaRDI QIDQ926317

Simona Sanfelici, Stefano Baccarin

Publication date: 27 May 2008

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-005-0045-x

zbMATH Keywords

finite element approximationquasi-variational inequalitiesimpulse controlstochastic cash management

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Impulsive optimal control problems (49N25)

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