A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality.
Journal für die reine und angewandte Mathematik, Tome 331 (1982), pp. 124-145
Voir la notice de l'article provenant de la source European Digital Mathematics Library
Mots-clés :
quasi-variational inequalities, impulse central, quadratic Hamiltonian, quasilinear operators with quadratic growth, weak solution with Hölder continuity, optimal cost function, stochastic central problem
@article{JRAM_1982__331_152419,
author = {A. Bensoussan and J. Frehse and U. Mosco},
title = {A stochastic impulse control problem with quadratic growth {Hamiltonian} and the corresponding quasi variational inequality.},
journal = {Journal f\"ur die reine und angewandte Mathematik},
pages = {124--145},
publisher = {mathdoc},
volume = {331},
year = {1982},
zbl = {0474.49013},
url = {http://geodesic.mathdoc.fr/item/JRAM_1982__331_152419/}
}
TY - JOUR AU - A. Bensoussan AU - J. Frehse AU - U. Mosco 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 SP - 124 EP - 145 VL - 331 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/JRAM_1982__331_152419/ ID - JRAM_1982__331_152419 ER -
%0 Journal Article %A A. Bensoussan %A J. Frehse %A U. Mosco %T A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality. %J Journal für die reine und angewandte Mathematik %D 1982 %P 124-145 %V 331 %I mathdoc %U http://geodesic.mathdoc.fr/item/JRAM_1982__331_152419/ %F JRAM_1982__331_152419
A. Bensoussan; J. Frehse; U. Mosco. A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality.. Journal für die reine und angewandte Mathematik, Tome 331 (1982), pp. 124-145. http://geodesic.mathdoc.fr/item/JRAM_1982__331_152419/