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Optimal impulse control on an unbounded domain with nonlinear cost functions

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  • S. Baccarin
  • S. Sanfelici

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  • S. Baccarin & S. Sanfelici, 2004. "Optimal impulse control on an unbounded domain with nonlinear cost functions," Economics Department Working Papers 2004-ME03, Department of Economics, Parma University (Italy).
    • Handle: RePEc:par:dipeco:2004-me03
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    References listed on IDEAS

    as
    1. J. Michael Harrison & Thomas M. Sellke & Allison J. Taylor, 1983. "Impulse Control of Brownian Motion," Mathematics of Operations Research, INFORMS, vol. 8(3), pages 454-466, August.
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