Publication:3945128

zbMath0485.49012MaRDI QIDQ3945128

Maurice Robin, José Luis Menaldi

Publication date: 1982

zbMATH Keywords

quasi-variational inequality; impulse control problem; singular control problems; continuity of optimal cost function

Mathematics Subject Classification ID

49J40: Variational inequalities

93E20: Optimal stochastic control

49J45: Methods involving semicontinuity and convergence; relaxation

49J55: Existence of optimal solutions to problems involving randomness