Abstract
We consider stochastic control problems for diffusion processes with impulse and continuous controls when the cost of each impulse vanishes. Some properties of the optimal cost and the existence of optimal impulse controls are studied using perturbation techniques and quasi-variational inequality methods.
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References
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Menaldi, JL., Rofman, E. (1983). On Stochastic Control Problems with Impulse Cost Vanishing. In: Fiacco, A.V., Kortanek, K.O. (eds) Semi-Infinite Programming and Applications. Lecture Notes in Economics and Mathematical Systems, vol 215. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46477-5_19
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DOI: https://doi.org/10.1007/978-3-642-46477-5_19
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