On the regular solution of a quasi-variational inequality connected to a problem of stochastic impulse control

DOI10.1016/0022-247X(77)90121-4MaRDI QIDQ1256199zbMATH OpenFDO

Authors Jean-Luc Joly, Giovanni M. Troianiello, Umberto Mosco

Publication date 1977

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Quasi-Variational InequalityRegular SolutionStochastic Impulse Control

Mathematics Subject Classification ID

Variational methods for second-order elliptic equations (35J20) Variational inequalities (49J40) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites work

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• A propos de l'existence et de la régularité des solutions de certaines inéquations quasi-variationnelles. (Remark on the existence and regularity of certain quasi-variational inequalities.)
• On the regularity of the solution of a variational inequality
• On the smoothness of superharmonics which solve a minimum problem
• Problèmes unilateraux
• Variational inequalities

Cited in

(3)

• scientific article; zbMATH DE number 3792867 (Why is no real title available?)
• Directional differentiability for elliptic quasi-variational inequalities of obstacle type
• A propos de l'existence et de la régularité des solutions de certaines inéquations quasi-variationnelles. (Remark on the existence and regularity of certain quasi-variational inequalities.)

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