On first-order quasi-variational inequalities with integral terms

DOI10.1007/BF01447736zbMath0746.49013OpenAlexW2151590755MaRDI QIDQ1178310

Dariusz Gątarek

Publication date: 26 June 1992

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01447736

zbMATH Keywords

Markov processesconvex analysisswitching controlpiecewise-deterministic processesfirst order quasi-variational inequalitiesintegral termsinventory-type impulse cost

Mathematics Subject Classification ID

Variational inequalities (49J40) Inventory, storage, reservoirs (90B05) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (4)

Numerical method for impulse control of piecewise deterministic Markov processes ⋮ Numerical method for optimal stopping of piecewise deterministic Markov processes ⋮ Optimality conditions for impulsive control of piecewise-deterministic processes ⋮ An impulse control problem of a production model with interruptions to follow stochastic demand

Cites Work

• Optimal stochastic scheduling of systems with Poisson noises
• On value functions for impulsive control of piecewise-deterministic processes
• Deterministic Impulse Control Problems
• Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process
• Viscosity Solutions of Hamilton-Jacobi Equations
• Optimal Switching for Ordinary Differential Equations
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