Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality (Q313602)

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