Degenerate first-order quasi-variational inequalities: an approach to approximate the value function
DOI10.1137/15M1046083zbMATH Open1428.35638OpenAlexW2752018821MaRDI QIDQ5355197FDOQ5355197
Authors: Naïma El Farouq 
Publication date: 7 September 2017
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/15m1046083
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Cited In (8)
- Continuity of the value function for deterministic optimal impulse control with terminal state constraint
- Impulse control in discrete time
- Time periodic optimal policy for operation of a water storage tank using the dynamic programming approach
- Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality
- Proportional transaction costs in the robust control approach to option pricing: the uniqueness theorem
- A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI
- Quasi-Variational Inequalities with Dirichlet Boundary Condition Related to Exit Time Problems for Impulse Control
- Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application
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