Regularity of the solution of the quasi variational inequality for the impulse control problem

Communications in Partial Differential Equations ◽

10.1080/03605307808820076 ◽

1978 ◽

Vol 3 (8) ◽

pp. 745-753 ◽

Author(s):

Luis A. Caffarelli ◽

Avner Friedman

Keyword(s):

Variational Inequality ◽

Control Problem ◽

Impulse Control ◽

Impulse Control Problem ◽

Quasi Variational Inequality

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Regularity of the solution of the quasi variational inequality for the impulse control problem, II

Communications in Partial Differential Equations ◽

10.1080/03605307908820095 ◽

1979 ◽

Vol 4 (3) ◽

pp. 279-291 ◽

Author(s):

Luis A. Caffarelli ◽

Avner Friedman

Keyword(s):

Variational Inequality ◽

Control Problem ◽

Impulse Control ◽

Impulse Control Problem ◽

Quasi Variational Inequality

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A parabolic quasi-variational inequality related to a sto-chastic impulse control problem with quadratic growth hamiltonian

Numerical Functional Analysis and Optimization ◽

10.1080/01630568208816116 ◽

1982 ◽

Vol 4 (3) ◽

pp. 241-268 ◽

Author(s):

Maria Agostina Vivaldi

Keyword(s):

Variational Inequality ◽

Control Problem ◽

Impulse Control ◽

Quadratic Growth ◽

Impulse Control Problem ◽

Quasi Variational Inequality

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A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality.

Journal für die reine und angewandte Mathematik (Crelles Journal) ◽

10.1515/crll.1982.331.124 ◽

1982 ◽

Vol 1982 (331) ◽

pp. 124-145

Keyword(s):

Variational Inequality ◽

Control Problem ◽

Impulse Control ◽

Quadratic Growth ◽

Impulse Control Problem ◽

Stochastic Impulse Control ◽

Quasi Variational Inequality

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Necessary conditions for nonsmooth optimal impulse control problem with intermediate constraints

2001 European Control Conference (ECC) ◽

10.23919/ecc.2001.7076031 ◽

2001 ◽

Author(s):

V.A. Dykhta ◽

O.N. Samsonuk

Keyword(s):

Control Problem ◽

Impulse Control ◽

Necessary Conditions ◽

Impulse Control Problem ◽

Optimal Impulse ◽

Intermediate Constraints

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Optimal L ∞ ‐error estimate for the semilinear impulse control quasi‐variational inequality

Mathematical Methods in the Applied Sciences ◽

10.1002/mma.7605 ◽

2021 ◽

Author(s):

Messaoud Boulbrachene

Keyword(s):

Variational Inequality ◽

Error Estimate ◽

Impulse Control ◽

Quasi Variational Inequality

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Minimal Time Impulse Control Problem of Semilinear Heat Equation

Journal of Optimization Theory and Applications ◽

10.1007/s10957-020-01807-6 ◽

2021 ◽

Author(s):

Lijuan Wang

Keyword(s):

Heat Equation ◽

Control Problem ◽

Impulse Control ◽

Semilinear Heat Equation ◽

Impulse Control Problem ◽

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On the regular solution of a quasi-variational inequality connected to a problem of stochastic impulse control

Journal of Mathematical Analysis and Applications ◽

10.1016/0022-247x(77)90121-4 ◽

1977 ◽

Vol 61 (2) ◽

pp. 357-369 ◽

Author(s):

J.L Joly ◽

U Mosco ◽

G.M Troianiello

Keyword(s):

Variational Inequality ◽

Regular Solution ◽

Impulse Control ◽

Stochastic Impulse Control ◽

Quasi Variational Inequality

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An impulse control problem of a production model with interruptions to follow stochastic demand

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304) ◽

10.1109/cdc.1999.832933 ◽

2003 ◽

Author(s):

J.L.F. Salles ◽

J.B.R. do Val

Keyword(s):

Control Problem ◽

Impulse Control ◽

Stochastic Demand ◽

Production Model ◽

Impulse Control Problem

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Approximation of the value function of an impulse control problem of Piecewise Deterministic Markov Processes

IFAC Proceedings Volumes ◽

10.3182/20110828-6-it-1002.01220 ◽

2011 ◽

Vol 44 (1) ◽

pp. 3474-3479 ◽

Author(s):

Benoľte de Saporta ◽

François Dufour ◽

Huilong Zhang

Keyword(s):

Control Problem ◽

Markov Processes ◽

Impulse Control ◽

Value Function ◽

Impulse Control Problem ◽

Piecewise Deterministic Markov Processes ◽

The Value Function

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Overlapping domain decomposition methods for elliptic quasi-variational inequalities related to impulse control problem with mixed boundary conditions

Proceedings - Mathematical Sciences ◽

10.1007/s12044-011-0042-7 ◽

2011 ◽

Vol 121 (4) ◽

pp. 481-493 ◽

Author(s):

MOHAMED HAIOUR ◽

SALAH BOULAARAS

Keyword(s):

Boundary Conditions ◽

Variational Inequalities ◽

Control Problem ◽

Impulse Control ◽

Mixed Boundary ◽

Mixed Boundary Conditions ◽

Decomposition Methods ◽

Domain Decomposition Methods ◽

Impulse Control Problem ◽

Overlapping Domain Decomposition

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