An impulse control of a geometric Brownian motion with quadratic costs

Deterministic and Stochastic Optimal Control.

J. A. Bather, Wendell H. Fleming, Raymond Rishel · Journal of the Royal Statistical Society Series A (General) · 1976 · 2.7K citations

Simplest Problem, Engineering, Variational Analysis +12

Optimization of the flow of dividends

Monique Jeanblanc‐Picqué, Albert N. Shiryaev · Russian Mathematical Surveys · 1995 · 331 citations

Mathematical Programming, Computational Finance, Engineering +4

Impulse Control Method and Exchange Rate

Monique Jeanblanc‐Picqué · Mathematical Finance · 1993 · 281 citations

Economics, Optimal Control, Diffusion Process +6

Impulse Control of Brownian Motion

J. Michael Harrison, Thomas Sellke, Allison J. Taylor · Mathematics of Operations Research · 1983 · 243 citations

Engineering, Impulse Control, Cash Fund +12

Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time

George M. Constantinides, Scott F. Richard · Operations Research · 1978 · 199 citations

Mathematical Programming, Engineering, Continuous Time +19