Viscosity solutions associated with impulse control problems for piecewise-deterministic processes (Q1114891)
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scientific article; zbMATH DE number 4086276
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| English | Viscosity solutions associated with impulse control problems for piecewise-deterministic processes |
scientific article; zbMATH DE number 4086276 |
Statements
Viscosity solutions associated with impulse control problems for piecewise-deterministic processes (English)
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1989
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Existence and uniqueness results for viscosity solutions of integro- differential equations associated with the impulse control problem for piecewise-deterministic processes on bounded domains and on \(R_ n\) are illustrated.
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viscosity solutions
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integro-differential equations
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impulse control problem
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piecewise-deterministic processes
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