Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality
type: Item
instance of: scholarly article
title: Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality
zbMATH Open document ID: 1346.49011
author: Naïma El Farouq
published in: Journal of Computational and Applied Mathematics
publication date: 2016-09-12T00:00:00Z
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 49M25
zbMATH DE Number: 6626243
zbMATH Keywords: infinite horizon impulse control
zbMATH Keywords: Hamilton-Jacobi quasi-variational inequality
zbMATH Keywords: viscosity solution
zbMATH Keywords: discrete approximations
zbMATH Keywords: convergence rate
MaRDI profile type: Publication
full work available at URL: j.cam.2016.06.031
OpenAlex ID: W2465125241
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DOI: 10.1016/J.CAM.2016.06.031
description: scientific article; zbMATH DE number 6626243