Deterministic Impulse Control Problems (Q3688995): Difference between revisions

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Deterministic Impulse Control Problems
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    Deterministic Impulse Control Problems (English)
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    1985
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    stationary optimal control problem of impulsive type
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    viscosity solution
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    first-order Hamilton-Jacobi quasi-variational inequality
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    optimal cost function
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    regularity
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    behaviour at infinity
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