Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function

DOI10.1137/15M1046083zbMath1428.35638OpenAlexW2752018821MaRDI QIDQ5355197

Naïma El Farouq

Publication date: 7 September 2017

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1046083

zbMATH Keywords

convergenceviscosity solutiondiscrete approximationHamilton-Jacobi quasi-variational inequalityinfinite horizon impulse controlimpulse cost function

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25) Viscosity solutions to PDEs (35D40) PDEs in connection with control and optimization (35Q93)

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