Quasi-Variational Inequalities with Dirichlet Boundary Condition Related to Exit Time Problems for Impulse Control
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012902409738
Reference19 articles.
1. Deterministic Impulse Control Problems
2. Quasi-variational inequalities and first-order Hamilton-Jacobi equations
3. The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems
4. Exit Time Problems in Optimal Control and Vanishing Viscosity Method
5. A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications
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