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Bibliographische Detailangaben
Hauptverfasser: Noba, Kei, Yamazaki, Kazutoshi
Format: Preprint
Veröffentlicht: 2022
Schlagworte:
Online-Zugang:https://arxiv.org/abs/2210.00501
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Inhaltsangabe:
  • We study a version of the stochastic control problem of minimizing the sum of running and controlling costs, where control opportunities are restricted to independent Poisson arrival times. Under a general setting driven by a general Lévy process, we show the optimality of a periodic barrier strategy, which moves the process upward to the barrier whenever it is observed to be below it. The convergence of the optimal solutions to those in the continuous-observation case is also shown.