Quasi-Variational Inequalities with Dirichlet Boundary Condition Related to Exit Time Problems for Impulse Control (Q4652549)
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scientific article; zbMATH DE number 2139091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Variational Inequalities with Dirichlet Boundary Condition Related to Exit Time Problems for Impulse Control |
scientific article; zbMATH DE number 2139091 |
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Quasi-Variational Inequalities with Dirichlet Boundary Condition Related to Exit Time Problems for Impulse Control (English)
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28 February 2005
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stochastic control
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quasi-variational inequality
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boundary condition
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Hamilton-Jacobi-Bellman equation
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