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Optimal impulse control on an unbounded domain with nonlinear cost functions


  • 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

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    impulse control; stochastic cash management; quasi-variational inequalities; finite element approximation;

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