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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Bensoussan, 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 -

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