scholarly journals Effect of Zero-cost Interval in Running Cost for Stochastic Impulse Control Problems

2019 ◽  
Vol 32 (8) ◽  
pp. 301-308
Author(s):  
Ryosuke Naito ◽  
Kazuhiro Yasuda
Keyword(s):  
Impulse Control ◽  
Control Problems ◽  
Stochastic Impulse Control ◽  
Running Cost

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

scholarly journals Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients

2021 ◽  
Author(s):  
Boualem Djehiche ◽  
Said Hamadène ◽  
Ibtissem Hdhiri ◽  
Helmi Zaatra
Keyword(s):  
Stochastic Process ◽  
Optimal Strategy ◽  
Impulse Control ◽  
Infinite Horizon ◽  
Random Coefficients ◽  
Control Problems ◽  
Snell Envelope ◽  
Stochastic Impulse Control ◽  
Admissible Strategies ◽  
Execution Delay

We study a class of infinite horizon impulse control problems with execution delay when the dynamics of the system is described by a general stochastic process adapted to the Brownian filtration. The problem is solved by means of probabilistic tools relying on the notion of Snell envelope and infinite horizon reflected backward stochastic differential equations. This allows us to establish the existence of an optimal strategy over all admissible strategies.

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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