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Numerical Algorithms for Deterministic Impulse Control Models with Applications

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  • Grass, D.
  • Chahim, M.

    (Tilburg University, Center For Economic Research)

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  • Grass, D. & Chahim, M., 2012. "Numerical Algorithms for Deterministic Impulse Control Models with Applications," Discussion Paper 2012-081, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:1295ac64-8704-4e47-ae89-bda6b4cae52c
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    File URL: https://repository.tilburguniversity.edu/bitstreams/4b6dd960-9adc-40a1-bf1a-dec0206346eb/download
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    References listed on IDEAS

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    1. Katrin Erdlenbruch & Alain Jean-Marie & Michel Moreaux & Mabel Tidball, 2013. "Optimality of impulse harvesting policies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(2), pages 429-459, March.
    2. Luhmer, Alfred, 1986. "A continuous time, deterministic, nonstationary model of economic ordering," European Journal of Operational Research, Elsevier, vol. 24(1), pages 123-135, January.
    3. Ruud Brekelmans & Dick den Hertog & Kees Roos & Carel Eijgenraam, 2012. "Safe Dike Heights at Minimal Costs: The Nonhomogeneous Case," Operations Research, INFORMS, vol. 60(6), pages 1342-1355, December.
    4. Chahim, Mohammed & Hartl, Richard F. & Kort, Peter M., 2012. "A tutorial on the deterministic Impulse Control Maximum Principle: Necessary and sufficient optimality conditions," European Journal of Operational Research, Elsevier, vol. 219(1), pages 18-26.
    5. S. H. Hou & K. H. Wong, 2011. "Optimal Impulsive Control Problem with Application to Human Immunodeficiency Virus Treatment," Journal of Optimization Theory and Applications, Springer, vol. 151(2), pages 385-401, November.
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    Cited by:

    1. 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.
    2. 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.
    3. 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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