Solution examples of an impulse control problem

• Autores: Rim Amami, Monique Pontier
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 259, Nº 2, 2014, págs. 695-710
• Idioma: inglés
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• Resumen

  • 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.