Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality (Q313602)
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scientific article; zbMATH DE number 6626243
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| English | Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality |
scientific article; zbMATH DE number 6626243 |
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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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