Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849)
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scientific article; zbMATH DE number 7154743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems |
scientific article; zbMATH DE number 7154743 |
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Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (English)
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22 January 2020
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hybrid control
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HJB quasi-variational inequality
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monotone system
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regime switching
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penalty method
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error estimate
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