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We first study the well-posedness of the conditional McKean\u2013Vlasov stochastic differential equations (SDEs) with jumps. Then, we prove the associated Fokker\u2013Planck stochastic partial differential equation (SPDE) with jumps. Next, we establish a verification theorem for impulse control problems involving conditional McKean\u2013Vlasov jump diffusions. We obtain a Markovian system by combining the state equation with the associated Fokker\u2013Planck SPDE for the conditional law of the state. Then we derive sufficient variational inequalities for a function to be the value function of the impulse control problem, and for an impulse control to be the optimal control. We illustrate our results by applying them to the study of an optimal stream of dividends under transaction costs. We obtain the solution explicitly by finding a function and an associated impulse control, which satisfy the verification theorem.\n<\/jats:p>","DOI":"10.1007\/s10957-023-02370-6","type":"journal-article","created":{"date-parts":[[2024,1,19]],"date-time":"2024-01-19T12:02:41Z","timestamp":1705665761000},"page":"1100-1130","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Impulse Control of Conditional McKean\u2013Vlasov Jump Diffusions"],"prefix":"10.1007","volume":"200","author":[{"given":"Nacira","family":"Agram","sequence":"first","affiliation":[]},{"given":"Giulia","family":"Pucci","sequence":"additional","affiliation":[]},{"given":"Bernt","family":"\u00d8ksendal","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2024,1,19]]},"reference":[{"issue":"3","key":"2370_CR1","doi-asserted-by":"publisher","first-page":"1472","DOI":"10.1137\/21M1461034","volume":"61","author":"N Agram","year":"2023","unstructured":"Agram, N., \u00d8ksendal, B.: Stochastic Fokker-Planck PIDE for conditional McKean\u2013Vlasov jump diffusions and applications to optimal control. 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