Stochastic impulse control with regime-switching dynamics

2017 ◽  
Vol 260 (3) ◽  
pp. 1024-1042 ◽  
Author(s):  
Ralf Korn ◽  
Yaroslav Melnyk ◽  
Frank Thomas Seifried
Keyword(s):  
Regime Switching ◽  
Impulse Control ◽  
Stochastic Impulse Control ◽  
Switching Dynamics

scholarly journals Stochastic Impulse Control of Non-Markovian Processes

2009 ◽  
Vol 61 (1) ◽  
pp. 1-26 ◽  
Author(s):  
Boualem Djehiche ◽  
Said Hamadène ◽  
Ibtissam Hdhiri
Keyword(s):  
Impulse Control ◽  
Markovian Processes ◽  
Stochastic Impulse Control

A General Verification Result for Stochastic Impulse Control Problems

2017 ◽  
Vol 55 (2) ◽  
pp. 627-649 ◽  
Author(s):  
Christoph Belak ◽  
Sören Christensen ◽  
Frank Thomas Seifried
Keyword(s):  
Impulse Control ◽  
Control Problems ◽  
Stochastic Impulse Control
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