Continuity of the value function for deterministic optimal impulse control with terminal state constraint (Q5084587)
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scientific article; zbMATH DE number 7549314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuity of the value function for deterministic optimal impulse control with terminal state constraint |
scientific article; zbMATH DE number 7549314 |
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Continuity of the value function for deterministic optimal impulse control with terminal state constraint (English)
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27 June 2022
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optimal impulse control
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terminal state constraint
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continuity of value function
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Hamilton-Jacobi-Bellman quasi-variational inequality
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viscosity solution
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