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Viscosity solutions and deterministic impulse control problems

Barles, Guy (1986), Viscosity solutions and deterministic impulse control problems, 25th IEEE Conference on Decision and Control, 1986. Proceedings, IEEE, p. 1682-1683. http://dx.doi.org/10.1109/CDC.1986.267220

Type
Communication / Conférence
Date
1986
Conference title
25th IEEE Conference on Decision and Control
Conference date
1986-12
Conference city
Athènes
Conference country
Grèce
Book title
25th IEEE Conference on Decision and Control, 1986. Proceedings
Publisher
IEEE
Pages
1682-1683
Publication identifier
Metadata
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Author(s)
Barles, Guy
Abstract (EN)
We prove that the optimal cost function of a deterministic impulse control problem is the unique viscosity solution of a quasivariational inequality in RN.
Subjects / Keywords
control problem