A parabolic quasi-variational inequality related to a sto-chastic impulse control problem with quadratic growth hamiltonian

DOI10.1080/01630568208816116zbMath0491.49009OpenAlexW2046929395MaRDI QIDQ3952707

Maria Agostina Vivaldi

Publication date: 1982

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630568208816116

zbMATH Keywords

Hölder regularityquasi-variational inequalityirregular obstaclesoperators with quadratic growth in the gradientregular approximating solutions

Mathematics Subject Classification ID

Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Smoothness and regularity of solutions to PDEs (35B65) Initial-boundary value problems for second-order parabolic equations (35K20) Methods involving semicontinuity and convergence; relaxation (49J45) Existence of optimal solutions to problems involving randomness (49J55)

Related Items

On the Hölder continuity of bounded weak solutions of quasi-linear parabolic inequalities

Cites Work

• Unnamed Item
• Unnamed Item
• On the Hölder continuity of bounded weak solutions of quasilinear parabolic systems
• On a class of unilateral evolution problems
• Inéquations d'évolution paraboliques avec convexes dependant du temps. Applications aux inéquations quasi-variationnelles d'évolution
• On the regular solution of a nonlinear parabolic quasivariational inequality related to a stochastic control problemb:
• Problems d'evolution avec contraintes unilaterales et potentiels paraboliques problems d'evolution