Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching

SIAM Journal on Control and Optimization ◽

10.1137/19m1278156 ◽

2021 ◽

Vol 59 (1) ◽

pp. 185-222

Author(s):

Jinxia Zhu

Keyword(s):

Regime Switching ◽

Impulse Control ◽

Linear Diffusions ◽

Optimal Impulse

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Necessary conditions for nonsmooth optimal impulse control problem with intermediate constraints

2001 European Control Conference (ECC) ◽

10.23919/ecc.2001.7076031 ◽

2001 ◽

Author(s):

V.A. Dykhta ◽

O.N. Samsonuk

Keyword(s):

Control Problem ◽

Impulse Control ◽

Necessary Conditions ◽

Impulse Control Problem ◽

Optimal Impulse ◽

Intermediate Constraints

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Stochastic Impulse Control with Regime-Switching Dynamics

SSRN Electronic Journal ◽

10.2139/ssrn.2591286 ◽

2015 ◽

Author(s):

Ralf Korn ◽

Yaroslav Melnyk ◽

Frank Thomas Seifried

Keyword(s):

Regime Switching ◽

Impulse Control ◽

Stochastic Impulse Control ◽

Switching Dynamics

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Optimal impulse control of systems with control constraints and application to HIV treatment

2006 American Control Conference ◽

10.1109/acc.2006.1657484 ◽

2006 ◽

Author(s):

V. Yadav ◽

S.N. Balakrishnan

Keyword(s):

Impulse Control ◽

Hiv Treatment ◽

Control Constraints ◽

Optimal Impulse

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Optimal Impulse Control of a Diffusion Process with Both Fixed and Proportional Costs of Control

SIAM Journal on Control and Optimization ◽

10.1137/0315007 ◽

1977 ◽

Vol 15 (1) ◽

pp. 79-91 ◽

Author(s):

Scott F. Richard

Keyword(s):

Diffusion Process ◽

Impulse Control ◽

Optimal Impulse

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Applications of Optimal Impulse Control to Optimal Foraging Problems

Applications of Control Theory in Ecology - Lecture Notes in Biomathematics ◽

10.1007/978-3-642-46616-8_3 ◽

1987 ◽

pp. 39-56 ◽

Author(s):

Yosef Cohen

Keyword(s):

Optimal Foraging ◽

Impulse Control ◽

Optimal Impulse

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Optimal Impulse Control Stochastic System with Poisson Process

Journal of Convergence Information Technology ◽

10.4156/jcit.vol8.issue6.101 ◽

2013 ◽

Vol 8 (6) ◽

pp. 855-863

Author(s):

Shaolin Tian ◽

Jun Wang ◽

Hongli Niu

Keyword(s):

Poisson Process ◽

Stochastic System ◽

Impulse Control ◽

Optimal Impulse

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Optimal Impulse Control for Cash Management with Double Exponential Jump Diffusion Processes

International Journal of Real Options and Strategy ◽

10.12949/ijros.6.45 ◽

2018 ◽

Vol 6 (0) ◽

pp. 45-63

Author(s):

Kimitoshi Sato ◽

Atsuo Suzuki

Keyword(s):

Impulse Control ◽

Diffusion Processes ◽

Jump Diffusion ◽

Cash Management ◽

Jump Diffusion Processes ◽

Double Exponential ◽

Optimal Impulse

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Stochastic impulse control with regime-switching dynamics

European Journal of Operational Research ◽

10.1016/j.ejor.2016.12.029 ◽

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

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On the Optimal Stochastic Impulse Control of Linear Diffusions

SIAM Journal on Control and Optimization ◽

10.1137/060659375 ◽

2008 ◽

Vol 47 (2) ◽

pp. 703-732 ◽

Author(s):

Luis H. R. Alvarez ◽

Jukka Lempa

Keyword(s):

Impulse Control ◽

Stochastic Impulse Control ◽

Linear Diffusions

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Optimal Impulse Control of Dynamical Systems

SIAM Journal on Control and Optimization ◽

10.1137/18m1212069 ◽

2019 ◽

Vol 57 (4) ◽

pp. 2720-2752 ◽

Author(s):

Alexey Piunovskiy ◽

Alexander Plakhov ◽

Delfim F. M. Torres ◽

Yi Zhang

Keyword(s):

Dynamical Systems ◽

Impulse Control ◽

Optimal Impulse

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