Control Problems on Networks -- Stochastic Games and Positional Games on Networks. …-objective discrete control problems and hierarchical control problems on networks. Given its scope, the book will benefit all researchers … and graduate students who are interested in Markov theory, control theory, optimization and games. …

We consider the instantaneous control of a diffusion process on the real line. Two types of costs are incurred: the …. Transactions costs have both a fixed component and a proportional component, making it an impulse control problem. The objective is … to choose a control policy that minimizes the expected infinite horizon discounted costs. The solution to a Quasi …

dynamic optimal control problems that feature both intervention costs and partially controlled regime shifts. We therefore … investigate and solve such stochastic impulse control problems with regime-switching in a general setting. We analyze the …

We develop a theory for stochastic control problems which, in various ways, are time inconsistent in the sense that … every time inconsistent problem, there exists an associated time consistent problem such that the optimal control and the … optimal value function for the consistent problem coincides with the equilibrium control and value function respectively for …

control problems which, in various ways, are time inconsistent in the sense that they do not admit a Bellman optimality …