A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality.
Bensoussan, A. ; Frehse, J. ; Mosco, U.
Journal für die reine und angewandte Mathematik, Tome 334 (1982), p. 124-145 / Harvested from Göttinger Digitalisierungszentrum
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Publié le : 1982-01-01
EUDML-ID : urn:eudml:doc:152419 
@article{GDZPPN002199297,
     title = {A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality.},
     journal = {Journal f\"ur die reine und angewandte Mathematik},
     volume = {334},
     year = {1982},
     pages = {124-145},
     zbl = {0474.49013},
     url = {http://dml.mathdoc.fr/item/GDZPPN002199297}
}

Bensoussan, A.; Frehse, J.; Mosco, U. A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality.. Journal für die reine und angewandte Mathematik, Tome 334 (1982) pp. 124-145. http://gdmltest.u-ga.fr/item/GDZPPN002199297/