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dc.contributor.authorLions, Pierre-Louis
dc.contributor.authorPerthame, Benoît
HAL ID: 739446
ORCID: 0000-0002-7091-1200
dc.date.accessioned2014-05-02T12:56:59Z
dc.date.available2014-05-02T12:56:59Z
dc.date.issued1986
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/13234
dc.language.isoenen
dc.subjectquasi-variational inequalitiesen
dc.subjectreflected diffusion processesen
dc.subjectvariational inequalities Neumann conditionsen
dc.subjectimpulse controlen
dc.subjectergodic controlen
dc.subject.ddc519en
dc.titleQuasi-Variational Inequalities and Ergodic Impulse Controlen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn 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.en
dc.relation.isversionofjnlnameSIAM Journal on Control and Optimization
dc.relation.isversionofjnlvol24en
dc.relation.isversionofjnlissue4en
dc.relation.isversionofjnldate1986
dc.relation.isversionofjnlpages604-615en
dc.relation.isversionofdoihttp://dx.doi.org/10.1137/0324036en
dc.relation.isversionofjnlpublisherSIAMen
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen


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