Geodesic
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/