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Solution examples of an impulse control problem
Journal article   Open access  Peer reviewed

Solution examples of an impulse control problem

Rim Amami and Monique Pontier
Journal of computational and applied mathematics, Vol.259, pp.695-710
15/03/2014
DOI: https://doi.org/10.1016/j.cam.2013.04.038

Abstract

Impulse control Optimal expected profit Optimization problem
We study an impulse control problem with switching technology in infinite horizon. We solve the impulse control problem in case of deterministic impulse times on specific transition kernel examples. Our objective is to exhibit an optimal strategy which maximizes the value function in these cases.
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https://doi.org/10.1016/j.cam.2013.04.038View
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