On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes-Reference-Cited by-同舟云学术

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On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes

Published:2024-02-15 Issue:1 Volume:62 Page:699-723
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Helmes Kurt L.¹^ORCID,Stockbridge Richard H.²^ORCID,Zhu Chao²^ORCID

Affiliation:

1. Institute for Operations Research, Humboldt University of Berlin, 10178 Berlin, Germany.

2. Department of Mathematical Sciences, University of Wisconsin–Milwaukee, Milwaukee, WI 53201 USA.

Funder

Simons Foundation

University of Wisconsin-Milwaukee

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Reference28 articles.

1. A Class of Solvable Impulse Control Problems

2. Nouvelles Methodes en Contr�le Impulsionnel

3. Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves

4. On the solution of general impulse control problems using superharmonic functions

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The solution to an impulse control problem motivated by optimal harvesting;Journal of Mathematical Analysis and Applications;2025-02

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