On the regular solution of a nonlinear parabolic quasivariational inequality related to a stochastic control problemb:

DOI10.1080/03605307908820123zbMath0422.35002OpenAlexW2076017034MaRDI QIDQ3855550

Maria Agostina Vivaldi, Michele Matzeu

Publication date: 1979

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03605307908820123

zbMATH Keywords

quasi-variational inequalitystochastic optimal control problemregularity resultuniformly elliptic partial differential operatorcontinuous and impulse control

Mathematics Subject Classification ID

Variational inequalities (49J40) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Variational methods applied to PDEs (35A15) Optimal stochastic control (93E20) Parabolic equations and parabolic systems (35K99)

Related Items (3)

On a class of unilateral evolution problems ⋮ Parallel Algorithms for Quasi-Variational Inequality Arising in Type-II Superconductivity Model ⋮ A parabolic quasi-variational inequality related to a sto-chastic impulse control problem with quadratic growth hamiltonian

Cites Work

• Regularity of the solution of the quasi variational inequality for the impulse control problem
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