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

DOI10.1016/0022-247X(77)90121-4zbMATH Open0403.49014MaRDI QIDQ1256199FDOQ1256199

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

• Variational inequalities
• Problèmes unilateraux
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• On the regularity of the solution of a variational inequality
• On the smoothness of superharmonics which solve a minimum problem
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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.)
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Cited In (3)

• 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.)
• Title not available (Why is that?)

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