On the regular solution of a nonlinear parabolic quasivariational inequality related to a stochastic control problemb: (Q3855550)
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English | On the regular solution of a nonlinear parabolic quasivariational inequality related to a stochastic control problemb: |
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On the regular solution of a nonlinear parabolic quasivariational inequality related to a stochastic control problemb: (English)
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1979
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regularity result
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quasi-variational inequality
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stochastic optimal control problem
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continuous and impulse control
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uniformly elliptic partial differential operator
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