We study here the impulse control problem in infinite as well as finite horizon. We allow the cost functionals and dynamics to be unbounded and hence the value function can possibly be unbounded. We prove that the value function is the unique viscosity solution in a suitable subclass of continuous functions, of the associated quasivariational inequality. Our uniqueness proof for the infinite horizon problem uses stopping time problem and for the finite horizon problem, comparison method. However, we assume proper growth conditions on the cost functionals and the dynamics
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In this paper, we prove a comparison result between semicontinuous viscosity sub- and supersolutions...
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We prove that the optimal cost function of a deterministic impulse control problem is the unique vis...
International audienceWe study a hybrid control system in which both discrete and continuous control...
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ABSTRACT. This paper considers existence and uniqueness results for viscosity solutions of integro-d...
Deterministic optimal impulse control problem with terminal state constraint is considered. Due to t...
We establish uniqueness of viscosity solutions for some boundary value problems arising from stochas...
AbstractGeneral theorems for existence and uniqueness of viscosity solutions for Hamilton–Jacobi–Bel...
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Abstract: The definition \u94cheap control problem\u94 is used in the literature to denote a wide cl...
We study viscosity solutions of Hamilton-Jacobi equations that arise in optimal control problems wit...
We study a class of infinite horizon and exit-time control problems for nonlinear systems with unbou...
We study the Hamilton-Jacobi-Bellman equation for undiscounted exit time optimal control problems fo...
We study degenerate-elliptic quasi-variational inequalities with Dirichlet boundary condition, which...
In this paper, we prove a comparison result between semicontinuous viscosity sub- and supersolutions...
We study here the impulse control minimax problem. We allow the cost functionals and dynam...
We prove that the optimal cost function of a deterministic impulse control problem is the unique vis...
International audienceWe study a hybrid control system in which both discrete and continuous control...
International audienceWe prove the uniqueness of the viscosity solution of an Isaacs quasi-variation...
ABSTRACT. This paper considers existence and uniqueness results for viscosity solutions of integro-d...
Deterministic optimal impulse control problem with terminal state constraint is considered. Due to t...
We establish uniqueness of viscosity solutions for some boundary value problems arising from stochas...
AbstractGeneral theorems for existence and uniqueness of viscosity solutions for Hamilton–Jacobi–Bel...
Abstract. We study constrained viscosity solutions with an unbounded growth for a class of first ord...
Abstract: The definition \u94cheap control problem\u94 is used in the literature to denote a wide cl...
We study viscosity solutions of Hamilton-Jacobi equations that arise in optimal control problems wit...
We study a class of infinite horizon and exit-time control problems for nonlinear systems with unbou...
We study the Hamilton-Jacobi-Bellman equation for undiscounted exit time optimal control problems fo...
We study degenerate-elliptic quasi-variational inequalities with Dirichlet boundary condition, which...
In this paper, we prove a comparison result between semicontinuous viscosity sub- and supersolutions...