• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail - Request a copy

Quasi-Variational Inequalities and Ergodic Impulse Control

Lions, Pierre-Louis; Perthame, Benoît (1986), Quasi-Variational Inequalities and Ergodic Impulse Control, SIAM Journal on Control and Optimization, 24, 4, p. 604-615. http://dx.doi.org/10.1137/0324036

Type
Article accepté pour publication ou publié
Date
1986
Journal name
SIAM Journal on Control and Optimization
Volume
24
Number
4
Publisher
SIAM
Pages
604-615
Publication identifier
http://dx.doi.org/10.1137/0324036
Metadata
Show full item record
Author(s)
Lions, Pierre-Louis
Perthame, Benoît cc
Abstract (EN)
In this paper, we solve the general ergodic control problem for reflected diffusion processes and the associated quasi-variational inequalities. Our method relies on some a priori estimates for the solutions of quasi-variational inequalities where the “discount factor” (i.e., the zero order term) is set to 0.
Subjects / Keywords
quasi-variational inequalities; reflected diffusion processes; variational inequalities Neumann conditions; impulse control; ergodic control

Related items

Showing items related by title and author.

  • Thumbnail
    On the regularity of the solutions of quasi-variational inequalities 
    Perthame, Benoît (1985) Article accepté pour publication ou publié
  • Thumbnail
    Existence and stability of entropy solutions for the hyperbolic systems of isentropic gas dynamics in Eulerian and Lagrangian coordinates 
    Lions, Pierre-Louis; Perthame, Benoît; Souganidis, Panagiotis E. (1996) Article accepté pour publication ou publié
  • Thumbnail
    Kinetic formulation of the isentropic gas dynamics and p-systems 
    Lions, Pierre-Louis; Perthame, Benoît; Tadmor, E. (1994) Article accepté pour publication ou publié
  • Thumbnail
    Propagation of moments and regularity for the 3-dimensional Vlasov-Poisson system 
    Lions, Pierre-Louis; Perthame, Benoît (1991) Article accepté pour publication ou publié
  • Thumbnail
    Scalar conservation laws with rough (stochastic) fluxes 
    Souganidis, Panagiotis E.; Perthame, Benoît; Lions, Pierre-Louis (2013) Article accepté pour publication ou publié
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo