Degenerate first-order quasi-variational inequalities: an approach to approximate the value function
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Publication:5355197
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- The effect of partial crop harvest on biological pest control
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- Variational Problems with Unbounded Controls
- Viscosity solutions of Hamilton-Jacobi equations
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Cited in
(8)- Proportional transaction costs in the robust control approach to option pricing: the uniqueness theorem
- Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application
- Continuity of the value function for deterministic optimal impulse control with terminal state constraint
- 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
- Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality
- Impulse control in discrete time
- A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI
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