Deterministic Impulse Control Problems
Published in SIAM Journal on Control and Optimization • May 1, 1985
NobleIDNI8P48W31R77S12
Authors:
Guy Barles A
Abstract
We prove that the optimal cost function of a deterministic impulse control problem is the unique viscosity solution of a first-order Hamilton–Jacobi quasi-variational inequality in $\mathbb{R}^N $.
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