On some stochastic optimal impulse control problems

1985 ◽  
pp. 139-151
Author(s):  
U. Mosco
Keyword(s):  
Impulse Control ◽  
Control Problems ◽  
Optimal Impulse

Gradient refinement methods for optimal impulse control problems

2011 ◽  
Vol 72 (10) ◽  
pp. 2188-2195 ◽  
Author(s):  
E. V. Goncharova ◽  
M. V. Staritsyn
Keyword(s):  
Impulse Control ◽  
Control Problems ◽  
Optimal Impulse

scholarly journals Impulse control and expected suprema

2017 ◽  
Vol 49 (1) ◽  
pp. 238-257 ◽  
Author(s):  
Sören Christensen ◽  
Paavo Salminen
Keyword(s):  
Nonlinear Equation ◽  
Markov Processes ◽  
Real Line ◽  
Impulse Control ◽  
Control Problems ◽  
Main Ingredient ◽  
Excessive Functions ◽  
Representation Result ◽  
Optimal Impulse ◽  
Strong Markov

Abstract We consider a class of impulse control problems for general underlying strong Markov processes on the real line, which allows for an explicit solution. The optimal impulse times are shown to be of a threshold type and the optimal threshold is characterised as a solution of a (typically nonlinear) equation. The main ingredient we use is a representation result for excessive functions in terms of expected suprema.

scholarly journals Childhood Reports of Food Neglect and Impulse Control Problems and Violence in Adulthood

2016 ◽  
Vol 13 (4) ◽  
pp. 389 ◽  
Author(s):  
Michael Vaughn ◽  
Christopher Salas-Wright ◽  
Sandra Naeger ◽  
Jin Huang ◽  
Alex Piquero
Keyword(s):  
Impulse Control ◽  
Control Problems
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