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: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
1989-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/S0161171289000207 |
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| _version_ | 1850210737969954816 |
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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 |
| id | doaj-art-90ecbdfcba5d41e5a9b2cfab55a4b24e |
| 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 |