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zbMath0421.49013MaRDI QIDQ3854227

Alain Bensoussan

Publication date: 1979

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

variational inequalities impulsive control optimal stopping problems quasi variational inequalities semi-group formulation

Mathematics Subject Classification ID

Variational inequalities (49J40) Partial differential inequalities and systems of partial differential inequalities (35R45) Markov semigroups and applications to diffusion processes (47D07) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Transition functions, generators and resolvents (60J35)

Related Items (1)

Weak solutions of the Hamilton-Jacobi-Bellman equation

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