Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function
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Publication:5355197
DOI10.1137/15M1046083zbMath1428.35638OpenAlexW2752018821MaRDI QIDQ5355197
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
convergenceviscosity solutiondiscrete approximationHamilton-Jacobi quasi-variational inequalityinfinite horizon impulse controlimpulse cost function
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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