Bilateral Inequalities and Implicit Unilateral Systems of the Non-Variational Type.
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M.G. Garroni, M.A. Vivaldi (1980/81)
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F. Duzaar, M. Fuchs (1986)
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Jens Frehse (1973)
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Jens Frehse, Umberto Mosco (1979)
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Martin Fuchs (1986)
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Barbara Huisken (1989)
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Giovanni Maria Troianello (1979)
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Feng Zhang (2011)
ESAIM: Control, Optimisation and Calculus of Variations
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A zero-sum stochastic differential game problem on infinite horizon with continuous and impulse controls is studied. We obtain the existence of the value of the game and characterize it as the unique viscosity solution of the associated system of quasi-variational inequalities. We also obtain a verification theorem which provides an optimal strategy of the game.
Luigi Ambrosio (1990)
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Michael Wiegner (1986/87)
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Mariano Giauquinta (1987)
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Rainer Schumann (1989)
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Steinbach, Jörg (1998)
Journal of Convex Analysis
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Michael Meier, Stefan Hildebrandr (1979)
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Alain Damlamian (1985)
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Gilles Carbou (1993)
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