Article ID Journal Published Year Pages File Type
6422724 Journal of Computational and Applied Mathematics 2014 16 Pages PDF
Abstract

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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Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Preview
Solution examples of an impulse control problem
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