Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Infinite Horizon Impulse Control of Stochastic Functional Differential
  Equations   We consider impulse control of stochastic functional differential equations
(SFDEs) driven by L\'evy processes under an additional $L^p$-Lipschitz
condition on the coefficients. Our results, which are first derived for a
general stochastic optimization problem over infinite horizon impulse controls
and then applied to the case of a controlled SFDE, apply to the infinite
horizon as well as the random horizon settings. The methodology employed to
show existence of optimal controls is a probabilistic one based on the concept
of Snell envelopes.

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The categories of this paper are: supr-con
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The categories of this paper are: mtrl-th
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The categories of this paper are: hep-th
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The categories of this paper are: ao-sci
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The categories of this paper are: comp-gas
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The categories of this paper are: plasm-ph
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The categories of this paper are: solv-int
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The categories of this paper are: chem-ph
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The categories of this paper are: hep-ph
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The categories of this paper are: hep-ex
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The categories of this paper are: cmp-lg
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The categories of this paper are: cond-mat
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The categories of this paper are: hep-lat
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The categories of this paper are: astro-ph
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The categories of this paper are: nucl-ex
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The categories of this paper are: funct-an