A parabolic quasi-variational inequality related to a sto-chastic impulse control problem with quadratic growth hamiltonian
DOI10.1080/01630568208816116zbMath0491.49009OpenAlexW2046929395MaRDI QIDQ3952707
Publication date: 1982
Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01630568208816116
Hölder regularityquasi-variational inequalityirregular obstaclesoperators with quadratic growth in the gradientregular approximating solutions
Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Smoothness and regularity of solutions to PDEs (35B65) Initial-boundary value problems for second-order parabolic equations (35K20) Methods involving semicontinuity and convergence; relaxation (49J45) Existence of optimal solutions to problems involving randomness (49J55)
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