A tutorial on the deterministic Impulse Control Maximum Principle: Necessary and sufficient optimality conditions
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DOI: 10.1016/j.ejor.2011.12.035
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Citations
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Cited by:
- M. Chahim & D. Grass & R. F. Hartl & P. M. Kort, 2017.
"Product innovation with lumpy investment,"
Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(1), pages 159-182, March.
- Chahim, M. & Grass, D. & Hartl, R.F. & Kort, P.M., 2012. "Product Innovation with Lumpy Investment," Discussion Paper 2012-074, Tilburg University, Center for Economic Research.
- Chahim, M. & Grass, D. & Hartl, R.F. & Kort, P.M., 2012. "Product Innovation with Lumpy Investment," Other publications TiSEM f68a548c-8246-4e8c-bc75-8, Tilburg University, School of Economics and Management.
- Chahim, M. & Grass, D. & Hartl, R.F. & Kort, Peter M., 2017. "Product innovation with lumpy investment," Other publications TiSEM 54873dcf-e1ea-442a-8c1f-b, Tilburg University, School of Economics and Management.
- Grass, D. & Chahim, M., 2012. "Numerical Algorithms for Deterministic Impulse Control Models with Applications," Discussion Paper 2012-081, Tilburg University, Center for Economic Research.
- De Giovanni, Pietro & Zaccour, Georges, 2023. "A survey of dynamic models of product quality," European Journal of Operational Research, Elsevier, vol. 307(3), pages 991-1007.
- Perera, Sandun & Gupta, Varun & Buckley, Winston, 2020. "Management of online server congestion using optimal demand throttling," European Journal of Operational Research, Elsevier, vol. 285(1), pages 324-342.
- Utsav Sadana & Puduru Viswanadha Reddy & Tamer Başar & Georges Zaccour, 2021. "Sampled-Data Nash Equilibria in Differential Games with Impulse Controls," Journal of Optimization Theory and Applications, Springer, vol. 190(3), pages 999-1022, September.
- Imane Abouelkheir & Fadwa El Kihal & Mostafa Rachik & Ilias Elmouki, 2019. "Optimal Impulse Vaccination Approach for an SIR Control Model with Short-Term Immunity," Mathematics, MDPI, vol. 7(5), pages 1-21, May.
- Grass, D. & Chahim, M., 2012. "Numerical Algorithms for Deterministic Impulse Control Models with Applications," Other publications TiSEM 1295ac64-8704-4e47-ae89-b, Tilburg University, School of Economics and Management.
- Korn, Ralf & Melnyk, Yaroslav & Seifried, Frank Thomas, 2017. "Stochastic impulse control with regime-switching dynamics," European Journal of Operational Research, Elsevier, vol. 260(3), pages 1024-1042.
- Lappi, Pauli, 2018. "Optimal clean-up of polluted sites," Resource and Energy Economics, Elsevier, vol. 54(C), pages 53-68.
- Chahim, M. & Brekelmans, R.C.M. & den Hertog, D. & Kort, P.M., 2012.
"An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097),"
Other publications TiSEM
3c3300f1-03c8-45b2-9fb6-4, Tilburg University, School of Economics and Management.
- Chahim, M. & Brekelmans, R.C.M. & den Hertog, D. & Kort, P.M., 2012. "An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097)," Discussion Paper 2012-079, Tilburg University, Center for Economic Research.
- Freya Bachmann & Gilbert Koch & Marc Pfister & Gabor Szinnai & Johannes Schropp, 2021. "OptiDose: Computing the Individualized Optimal Drug Dosing Regimen Using Optimal Control," Journal of Optimization Theory and Applications, Springer, vol. 189(1), pages 46-65, April.
- Johanna Grames & Dieter Grass & Peter M. Kort & Alexia Prskawetz, 2019.
"Optimal investment and location decisions of a firm in a flood risk area using impulse control theory,"
Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 27(4), pages 1051-1077, December.
- Grames, Johanna & Grass, Dieter & Kort, Peter M. & Fürnkranz-Prskawetz, Alexia, 2017. "Optimal investment and location decisions of a firm in a flood risk area using Impulse Control Theory," ECON WPS - Working Papers in Economic Theory and Policy 01/2017, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
- Richard F. Hartl & Peter M. Kort & Andrea Seidl, 2020. "Decisions on pricing, capacity investment, and introduction timing of new product generations in a durable-good monopoly," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(2), pages 497-519, June.
- Sadana, Utsav & Reddy, Puduru Viswanadha & Zaccour, Georges, 2021. "Nash equilibria in nonzero-sum differential games with impulse control," European Journal of Operational Research, Elsevier, vol. 295(2), pages 792-805.
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Keywords
Impulse Control Maximum Principle; Optimal control; Discrete continuous system; State-jumps; Present value formulation;All these keywords.
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