Variational inequalities for combined control and stopping

SIAM Journal on Control and Optimization

Volumn 42, Issue 2, 2003, Pages 686-708

  Morimoto, Hiroaki ^a  

^a EHIME UNIVERSITY   (Japan)

Author keywords

Combined control; Quasi variational inequality; Variational inequality; Viscosity solution

Indexed keywords

COMBINED CONTROL; QUASI-VARIATIONAL INEQUALITIES; VARIATIONAL INEQUALITIES; VISCOSITY SOLUTIONS;

BOUNDARY VALUE PROBLEMS; DIFFUSION; FUNCTIONS; ITERATIVE METHODS; MATHEMATICAL MODELS; OPTIMIZATION; VARIATIONAL TECHNIQUES; VISCOSITY;

STOCHASTIC CONTROL SYSTEMS;

EID: 1942445403     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012901369041     Document Type: Article

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