# "A class of impulse control problems and related Quasi-variational inequalities"

## Speaker:

## Institution:

## Time:

## Location:

We consider impulse control problems motivated from portfolio

optimization with sub-additive transaction cost. We show that the

optimal strategy exists and the number of its jumps is integrable. The

value function is characterized by a new type of Quasi-variational

inequalities. It is a joint work with Jin Ma, Jing Xu, and Jianfeng

Zhang.