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  • Search: subject:"Impulse ControlMaximum Principle"
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Subject
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BVP 1 Impulse ControlMaximum Principle 1 Optimal Control 1 continuation 1 gradient method 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
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Chahim, M. 1 Grass, D. 1
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Tilburg University, Center for Economic Research 1
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Discussion Paper / Tilburg University, Center for Economic Research 1
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RePEc 1
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Numerical Algorithms for Deterministic Impulse Control Models with Applications
Grass, D.; Chahim, M. - Tilburg University, Center for Economic Research - 2012
Abstract: In this paper we describe three different algorithms, from which two (as far as we know) are new in the literature. We take both the size of the jump as the jump times as decision variables. The first (new) algorithm considers an Impulse Control problem as a (multipoint) Boundary Value...
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