Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function (Q5355197)
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scientific article; zbMATH DE number 6770392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function |
scientific article; zbMATH DE number 6770392 |
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Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function (English)
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7 September 2017
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infinite horizon impulse control
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Hamilton-Jacobi quasi-variational inequality
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impulse cost function
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viscosity solution
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discrete approximation
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convergence
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