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

DOI10.1016/0022-247X(77)90121-4zbMath0403.49014MaRDI QIDQ1256199

Giovanni M. Troianiello, Jean-Luc Joly, 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 inequalities (49J40) Stopping times; optimal stopping problems; gambling theory (60G40) Variational methods for second-order elliptic equations (35J20)

Related Items

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.) ⋮ Directional differentiability for elliptic quasi-variational inequalities of obstacle type ⋮ Unnamed Item

Cites Work

• 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 smoothness of superharmonics which solve a minimum problem
• Problèmes unilateraux
• Variational inequalities
• On the regularity of the solution of a variational inequality
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