scientific article

Alain Bensoussan, Jacques Louis Lions

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

quasi-variational inequalities impulse control

Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Optimality conditions for problems involving randomness (49K45) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

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