Approximating Impulse Control by Iterated Optimal Stopping

2019 ◽  
pp. 255-272
Author(s):  
Bernt Øksendal ◽  
Agnès Sulem
Keyword(s):  
Optimal Stopping ◽  
Impulse Control

scholarly journals A remark on Uzawa’s algorithm and an application to mean field games systems

2020 ◽  
Vol 54 (3) ◽  
pp. 1053-1071
Author(s):  
Charles Bertucci
Keyword(s):  
Optimal Stopping ◽  
Impulse Control ◽  
Mean Field ◽  
Numerical Results ◽  
Mean Field Games ◽  
General Situation ◽  
Continuous Control ◽  
The One

In this paper, we present an extension of Uzawa’s algorithm and apply it to build approximating sequences of mean field games systems. We prove that Uzawa’s iterations can be used in a more general situation than the one in it is usually used. We then present some numerical results of those iterations on discrete mean field games systems of optimal stopping, impulse control and continuous control.

Dopaminergics Appear to Impair Impulse Control

2008 ◽  
Vol 41 (17) ◽  
pp. 27
Author(s):  
PATRICE WENDLING
Keyword(s):  
Impulse Control
Sign in / Sign up

Export Citation Format

Share Document