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Stochastic differential games involving impulse controls and double-obstacle quasi-variational inequalities
Stochastic differential game Impulse control Quasi-variational inequality Viscosity solution
2012/6/25
We study a two-player zero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. The Hamilton-Jacobi-Bellman-Isaacs (HJBI) partial differential equati...
The stability and on essential components of the solution set of generalized quasi-variational inequalities
generalized quasi-variational inequalities stability
2010/9/10
In this work, we consider firstly the existence of the solution of generalized quasi-variational inequalities;secondly,we discuss the stability and on essential components of it’s solution set.
Generalized Nonlinear Mixed Quasi-Variational Inequalities Involving Maximal $\eta$-Monotone Mappings
Mixed quasi-variational inequality Maximal $eta$-monotone mapping Resolvent operator Convergence stability
2008/7/1
In this paper, we introduce and study a new class of generalized nonlinear mixed quasi-variational inequalities involving maximal -monotone mapping. Using the resolvent operator technique for maximal ...
Generalized Quasi-Variational Inequalities and Duality
Generalized quasi-variational inequality Primal and dual problems Generalized Kuhn-Tucker conditions Banach space Social Nash equilibrium Subdifferential
2008/7/1
We present a scheme which associates to a generalized quasi-variational inequality a dual problem and generalized Kuhn-Tucker conditions.
This scheme allows to solve the primal and the dual problems ...
On a Noncoercive System of Quasi-Variational Inequalities Related to Stochastic Control Problems
Quasi-variational inequalities Contraction Fixed point finite element Error estimate
2008/6/27
On a Noncoercive System of Quasi-Variational Inequalities Related to Stochastic Control Problems.
Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production
Quasi-Variational Inequalities Subsolutions Finite Elements $L^{infty}$-Error Estimate
2008/6/27
Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production.
Predictor-Corrector Methods for Generalised General Multivalued Mixed Quasi Variational Inequalities
Variational inequalities Auxiliary principle Predictor-corrector method Convergence
2008/6/27
In this paper, a class of generalized general mixed quasi variational inequalities is introduced and studied. We prove the existence of the solution of the auxiliary problem for the generalized gener...