Impulse Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions - Universitext ◽

10.1007/978-3-030-02781-0_9 ◽

2019 ◽

pp. 239-254 ◽

Author(s):

Bernt Øksendal ◽

Agnès Sulem

Keyword(s):

Impulse Control ◽

Jump Diffusions

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On the Impulse Control of Jump Diffusions

SIAM Journal on Control and Optimization ◽

10.1137/120863836 ◽

2013 ◽

Vol 51 (3) ◽

pp. 2612-2637 ◽

Author(s):

Erhan Bayraktar ◽

Thomas Emmerling ◽

José-Luis Menaldi

Keyword(s):

Impulse Control ◽

Jump Diffusions

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Impulse Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions - Universitext ◽

10.1007/3-540-26441-8_6 ◽

2005 ◽

pp. 81-95

Keyword(s):

Impulse Control ◽

Jump Diffusions

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Combined Stochastic Control and Impulse Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions - Universitext ◽

10.1007/3-540-26441-8_8 ◽

2005 ◽

pp. 113-122

Keyword(s):

Stochastic Control ◽

Impulse Control ◽

Jump Diffusions

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Combined Stochastic Control and Impulse Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions - Universitext ◽

10.1007/978-3-030-02781-0_11 ◽

2019 ◽

pp. 273-283

Author(s):

Bernt Øksendal ◽

Agnès Sulem

Keyword(s):

Stochastic Control ◽

Impulse Control ◽

Jump Diffusions

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Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions

Stochastic Processes and their Applications ◽

10.1016/j.spa.2009.07.004 ◽

2009 ◽

Vol 119 (10) ◽

pp. 3719-3748 ◽

Author(s):

Roland C. Seydel

Keyword(s):

Viscosity Solutions ◽

Existence And Uniqueness ◽

Impulse Control ◽

Jump Diffusions

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Impulse Control of Multidimensional Jump Diffusions

SIAM Journal on Control and Optimization ◽

10.1137/090780419 ◽

2010 ◽

Vol 48 (8) ◽

pp. 5276-5293 ◽

Author(s):

Mark H. A. Davis ◽

Xin Guo ◽

Guoliang Wu

Keyword(s):

Impulse Control ◽

Jump Diffusions

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Impulse Control of Multidimensional Jump Diffusions in Finite Time Horizon

SIAM Journal on Control and Optimization ◽

10.1137/110854205 ◽

2013 ◽

Vol 51 (3) ◽

pp. 2638-2663 ◽

Author(s):

Yann-Shin Aaron Chen ◽

Xin Guo

Keyword(s):

Finite Time ◽

Impulse Control ◽

Time Horizon ◽

Jump Diffusions ◽

Finite Time Horizon

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Impulse Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions ◽

10.1007/978-3-540-69826-5_6 ◽

2007 ◽

pp. 91-105

Keyword(s):

Impulse Control ◽

Jump Diffusions

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Combined Stochastic Control and Impulse Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions ◽

10.1007/978-3-540-69826-5_8 ◽

2007 ◽

pp. 123-133

Keyword(s):

Stochastic Control ◽

Impulse Control ◽

Jump Diffusions

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Impulse Control Disorders with the use of Dopaminergic Agents in Restless Legs Syndrome: a Case-Control Study

Yearbook of Neurology and Neurosurgery ◽

10.1016/j.yneu.2010.12.010 ◽

2011 ◽

Vol 2011 ◽

pp. 166-168 ◽

Author(s):

B. Nolan

Keyword(s):

Restless Legs Syndrome ◽

Impulse Control ◽

Case Control Study ◽

Case Control ◽

Impulse Control Disorders ◽

Restless Legs ◽

Dopaminergic Agents ◽

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