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Impulse Control in Discrete Time
Published/Copyright:
March 10, 2010
Abstract
We present here impulse control theory in discrete time. We show the connection between quasi-variational inequalities (QVI) in this context, with the standard formulation of dynamic programming. We show that the QVI formulation brings many interesting features, completing the standard formulation of dynamic programming. We study applications to inventory control in discrete time.
Key words and phrases:: Impulse control; quasi-variational inequalities; dynamic programming; inventory control
Received: 2008-03-28
Published Online: 2010-03-10
Published in Print: 2008-September
© Heldermann Verlag
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Keywords for this article
Impulse control;
quasi-variational inequalities;
dynamic programming;
inventory control
Articles in the same Issue
- Higher Regularity of a Coupled Parabolic-Hyperbolic Fluid-Structure Interactive System
- Impulse Control in Discrete Time
- Mixed and Crack-Type Boundary Value Problems in Mindlin's Theory of Piezoelectricity
- Estimates of the Location of a Free Boundary for the Obstacle and Stefan Problems Obtained by Means of Some Energy Methods
- Extended Normal Vector Field and the Weingarten Map on Hypersurfaces
- Capacity Induced by a Nonlinear Operator and Applications
- Boundary Layers for the Navier–Stokes Equations. The Case of a Characteristic Boundary
- Large Time Behavior of Solutions to One Nonlinear Integro-Differential Equation
- On One Boundary Value Problem for a Nonlinear Equation with the Iterated Wave Operator in the Principal Part
- On Solvability and Well-Posedness of Boundary Value Problems for Nonlinear Hyperbolic Equations of the Fourth Order
- A Note on the One-Side Exact Boundary Observability for Quasilinear Hyperbolic Systems
- Principle of Exchange of Stabilities and Dynamic Transitions
