Quasi-variational inequalities with dirichlet boundary condition related to exit time problems for impulse control

SIAM Journal on Control and Optimization

Volumn 43, Issue 2, 2005, Pages 570-589

  Amadori, A L ^a  

^a CNR   (Italy)

Author keywords

Boundary condition; Impulse stochastic control; Quasi variational inequality

Indexed keywords

BOUNDARY CONDITIONS; BROWNIAN MOVEMENT; CONTROL THEORY; DYNAMIC PROGRAMMING; FUNCTIONS; INFORMATION ANALYSIS; ITERATIVE METHODS; MATRIX ALGEBRA;

CONTROLLED SYSTEMS; IMPULSE STOCHASTIC CONTROL; QUASI-VARIATIONAL INEQUALITY; VISCOSITY SOLUTIONS;

PROBLEM SOLVING;

EID: 16244383522     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012902409738     Document Type: Article

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