Viscosity solutions associated with impulse control problems for piecewise-deterministic processes

This paper considers existence and uniqueness results for viscosity solutions of integro-differential equations associated with the impulse control problem for piecewise-deterministic processes on bounded domains and on Rn.

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Main Author: Suzanne M. Lenhart
Format: Article
Language:English
Published: Wiley 1989-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Online Access:http://dx.doi.org/10.1155/S0161171289000207
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author Suzanne M. Lenhart
author_facet Suzanne M. Lenhart
author_sort Suzanne M. Lenhart
collection DOAJ
description This paper considers existence and uniqueness results for viscosity solutions of integro-differential equations associated with the impulse control problem for piecewise-deterministic processes on bounded domains and on Rn.
format Article
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institution OA Journals
issn 0161-1712
1687-0425
language English
publishDate 1989-01-01
publisher Wiley
record_format Article
series International Journal of Mathematics and Mathematical Sciences
spelling doaj-art-90ecbdfcba5d41e5a9b2cfab55a4b24e2025-08-20T02:09:43ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04251989-01-0112114515710.1155/S0161171289000207Viscosity solutions associated with impulse control problems for piecewise-deterministic processesSuzanne M. Lenhart0University of Tennessee, Mathematics Department, Knoxville, Ennessee 37996-1300, USAThis paper considers existence and uniqueness results for viscosity solutions of integro-differential equations associated with the impulse control problem for piecewise-deterministic processes on bounded domains and on Rn.http://dx.doi.org/10.1155/S0161171289000207
spellingShingle Suzanne M. Lenhart
Viscosity solutions associated with impulse control problems for piecewise-deterministic processes
International Journal of Mathematics and Mathematical Sciences
title Viscosity solutions associated with impulse control problems for piecewise-deterministic processes
title_full Viscosity solutions associated with impulse control problems for piecewise-deterministic processes
title_fullStr Viscosity solutions associated with impulse control problems for piecewise-deterministic processes
title_full_unstemmed Viscosity solutions associated with impulse control problems for piecewise-deterministic processes
title_short Viscosity solutions associated with impulse control problems for piecewise-deterministic processes
title_sort viscosity solutions associated with impulse control problems for piecewise deterministic processes
url http://dx.doi.org/10.1155/S0161171289000207
work_keys_str_mv AT suzannemlenhart viscositysolutionsassociatedwithimpulsecontrolproblemsforpiecewisedeterministicprocesses