Switching and impulsive control of a reflected diffusion
type: Item
instance of: scholarly article
title: Switching and impulsive control of a reflected diffusion
zbMATH Open document ID: 0553.93068
DOI: 10.1007/BF01442175
published in: Applied Mathematics and Optimization
publication date: 1984-01-01T00:00:00Z
review text: The author studies in this paper some control problems for reflected diffusion processes which include optimal stopping problems and impulsive control problems with switching costs. The reviewer had some difficulties to understand this paper, since there seems to be many misprints or missing arguments. A few examples: i) in corollary 2.1, the formulation of (2.8) seems rather strange (convergence in \(W^{1,\infty}\) means convergence in \(C^ 1!\) Does the author really want \(\partial^ 2\psi_ n/\partial x_ i\partial x_ j\) bounded from above for all i and j...), 2) in p. 157, line 15, why does \(M_ aV^ k_{n-1}\) satisfy (8), what about the inequality on \(\partial G\) in (2.8)....
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 49J55
Mathematics Subject Classification ID: 49L20
zbMATH DE Number: 3882327
zbMATH Keywords: reflected diffusion processes
zbMATH Keywords: impulsive control
zbMATH Keywords: switching costs
author: Yu-Chung Liao
MaRDI profile type: Publication
cites work: Regularity of the solution of the quasi variational inequality for the impulse control problem
cites work: Existence and uniqueness for degenerate second order variational inequalities
cites work: On a degenerate variational inequality with Neumann boundary conditions
cites work: On Some Impulse Control Problems with Long Run Average Cost
cites work: Diffusion processes with boundary conditions
cites work: Optimal control by means switchings
full work available at URL: https://doi.org/10.1007/bf01442175
OpenAlex ID: W2087337116
description: scientific article; zbMATH DE number 3882327