A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality.
A. Bensoussan; J. Frehse; U. Mosco
Journal für die reine und angewandte Mathematik (1982)
- Volume: 331, page 124-145
- ISSN: 0075-4102; 1435-5345/e
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topBensoussan, A., Frehse, J., and Mosco, U.. "A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality.." Journal für die reine und angewandte Mathematik 331 (1982): 124-145. <http://eudml.org/doc/152419>.
@article{Bensoussan1982,
author = {Bensoussan, A., Frehse, J., Mosco, U.},
journal = {Journal für die reine und angewandte Mathematik},
keywords = {quasi-variational inequalities; impulse central; quadratic Hamiltonian; quasilinear operators with quadratic growth; weak solution with Hölder continuity; optimal cost function; stochastic central problem},
pages = {124-145},
title = {A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality.},
url = {http://eudml.org/doc/152419},
volume = {331},
year = {1982},
}
TY - JOUR
AU - Bensoussan, A.
AU - Frehse, J.
AU - Mosco, U.
TI - A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality.
JO - Journal für die reine und angewandte Mathematik
PY - 1982
VL - 331
SP - 124
EP - 145
KW - quasi-variational inequalities; impulse central; quadratic Hamiltonian; quasilinear operators with quadratic growth; weak solution with Hölder continuity; optimal cost function; stochastic central problem
UR - http://eudml.org/doc/152419
ER -
Citations in EuDML Documents
top- B. Perthame, Some remarks on quasi-variational inequalities and the associated impulsive control problem
- A. Bensoussan, L. Boccardo, F. Murat, On a non linear partial differential equation having natural growth terms and unbounded solution
- Jens Frehse, Umberto Mosco, Irregular obstacles and quasi-variational inequalities of stochastic impulse control
- L. Boccardo, F. Murat, J. P. Puel, Résultats d'existence pour certains problèmes elliptiques quasilinéaires
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