Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality (Q313602): Difference between revisions
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Property / Mathematics Subject Classification ID: 49J40 / rank | |||
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Property / Mathematics Subject Classification ID: 49L25 / rank | |||
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Property / Mathematics Subject Classification ID: 49M25 / rank | |||
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Property / zbMATH DE Number: 6626243 / rank | |||
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infinite horizon impulse control | |||
Property / zbMATH Keywords: infinite horizon impulse control / rank | |||
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Hamilton-Jacobi quasi-variational inequality | |||
Property / zbMATH Keywords: Hamilton-Jacobi quasi-variational inequality / rank | |||
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viscosity solution | |||
Property / zbMATH Keywords: viscosity solution / rank | |||
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discrete approximations | |||
Property / zbMATH Keywords: discrete approximations / rank | |||
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convergence rate | |||
Property / zbMATH Keywords: convergence rate / rank | |||
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Revision as of 00:30, 28 June 2023
scientific article
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English | Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality |
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Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality (English)
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12 September 2016
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infinite horizon impulse control
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Hamilton-Jacobi quasi-variational inequality
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viscosity solution
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discrete approximations
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convergence rate
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