Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality
DOI10.1016/J.CAM.2016.06.031zbMATH Open1346.49011OpenAlexW2465125241MaRDI QIDQ313602FDOQ313602
Publication date: 12 September 2016
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2016.06.031
convergence rateviscosity solutiondiscrete approximationsHamilton-Jacobi quasi-variational inequalityinfinite horizon impulse control
Variational inequalities (49J40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25)
Cites Work
- On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Approximate solutions of the Bellman equation of deterministic control theory
- On Deterministic Control Problems: An Approximation Procedure for the Optimal Cost I. The Stationary Problem
- Title not available (Why is that?)
- Analysis and approximation of the infinite-horizon problem with impulsive controls
- Deterministic minimax impulse control
- On Deterministic Control Problems: an Approximation Procedure for the Optimal Cost II. The Nonstationary Case
- Deterministic Impulse Control Problems
- Approximation of control problems involving ordinary and impulsive controls
- Approximation schemes for viscosity solutions of Hamilton-Jacobi equations
Cited In (6)
- On the equivalence of the integral and differential Bellman equations in impulse control problems
- Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function
- Time periodic optimal policy for operation of a water storage tank using the dynamic programming approach
- Quasi-Variational Inequalities with Dirichlet Boundary Condition Related to Exit Time Problems for Impulse Control
- Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application
- The noncoercive quasi-variational inequalities related to impulse control problems
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