On Some Impulse Control Problems with Constraint
نویسندگان
چکیده
The impulse control of a Markov–Feller process is considered when the impulses are allowed only when a signal arrives. This is referred to as an impulse control problem with constraint. A detailed setting is described, a characterization of the optimal cost is obtained using previous results of the authors on optimal stopping problems with constraint, and an optimal impulse control is identified.
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ورودعنوان ژورنال:
- SIAM J. Control and Optimization
دوره 55 شماره
صفحات -
تاریخ انتشار 2017