Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality (Q313602)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality |
scientific article |
Statements
Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality (English)
0 references
12 September 2016
0 references
infinite horizon impulse control
0 references
Hamilton-Jacobi quasi-variational inequality
0 references
viscosity solution
0 references
discrete approximations
0 references
convergence rate
0 references
0 references
0 references