Switching and impulsive control of a reflected diffusion
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)....
scientific article; zbMATH DE number 3882327