On a system of first-order quasi-variational inequalities connected with the optimal switching problem

Author:

Dolcetta I.Capuzzo,Matzeu M,Menaldi J.L

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering

Reference11 articles.

1. Inéquations quasi-variationnelles avec données non bornées et interpretation probabiliste;Bensoussan;C.R. Acad. Sci. Paris I,1981

2. Contrôle Impulsionnel et Inéquations Quasi-Variationnelles;Bensoussan,1983

3. A constructive approach to the deterministic stopping time problem;Dolcetta;Control and Cybernetics,1981

4. On the dynamic programming inequalities associated with the deterministic optimal stopping problem in discrete and continuous time;Dolcetta;Numerical Functional Analysis and Optimization,1981

5. I. Capuzzo Dolcetta, M. Matzeu and J.L. Menaldi, Discrete time approximation of some deterministic optimal control problem, to appear.

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