Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality

DOI10.1016/j.cam.2016.06.031zbMath1346.49011OpenAlexW2465125241MaRDI QIDQ313602

Naïma El Farouq

Publication date: 12 September 2016

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

Full work available at URL: https://doi.org/10.1016/j.cam.2016.06.031

zbMATH Keywords

viscosity solutionconvergence ratediscrete approximationsHamilton-Jacobi quasi-variational inequalityinfinite horizon impulse control

Mathematics Subject Classification ID

Variational inequalities (49J40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25)

Related Items (3)

Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application ⋮ Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function ⋮ Time periodic optimal policy for operation of a water storage tank using the dynamic programming approach

Cites Work

• Unnamed Item
• Approximation schemes for viscosity solutions of Hamilton-Jacobi equations
• Approximate solutions of the Bellman equation of deterministic control theory
• On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
• Analysis and approximation of the infinite-horizon problem with impulsive controls
• Deterministic minimax impulse control
• On Deterministic Control Problems: An Approximation Procedure for the Optimal Cost I. The Stationary Problem
• On Deterministic Control Problems: an Approximation Procedure for the Optimal Cost II. The Nonstationary Case
• Deterministic Impulse Control Problems
• Approximation of control problems involving ordinary and impulsive controls
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

This page was built for publication: Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality