Stochastic differential games involving impulse controls and double-obstacle quasi-variational inequalities (Q2848577)
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scientific article; zbMATH DE number 6212043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential games involving impulse controls and double-obstacle quasi-variational inequalities |
scientific article; zbMATH DE number 6212043 |
Statements
26 September 2013
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stochastic differential game
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impulse control
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quasi-variational inequality
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viscosity solution
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double-obstacle quasi-variational inequalities
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Hamilton-Jacobi-Bellman-Isaacs (HJBI) equation
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dynamic programming principle
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Stochastic differential games involving impulse controls and double-obstacle quasi-variational inequalities (English)
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