Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
The value of a minimax problem involving impulse control - MaRDI portal

The value of a minimax problem involving impulse control (Q2274614)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The value of a minimax problem involving impulse control
scientific article

    Statements

    The value of a minimax problem involving impulse control (English)
    0 references
    0 references
    1 October 2019
    0 references
    The paper addresses a deterministic minimax control problem in finite horizon. In this model, there are two players; namely, player 1 uses an instantaneous control that applies through time in order to maximize his/her gain denoted by \(J\). In contrast, player 2 uses an impulse-type control and his/her aim is to minimize \(J\). Under suitable conditions, the optimal value of this problem is charactarized as a unique viscosity solution of a certain nonlinear quasi-variational inequality. All the proofs are well written and with rigorous details.
    0 references
    impulse control
    0 references
    differential games
    0 references
    quasi-variational inequality
    0 references
    viscosity solutions
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references