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- W1966771856 abstract "It has been recently proved, by Bensoussan and Lions (for a list of references, see [S]), that a number of problems of stochastic impulse control can be fitted into the frame of quasi-variational inequaZities (QVI), provided the corresponding solutions are sufficiently smooth. In the present paper (see also [5]) we shall deal with an elliptic QVI in a bounded domain, relative to an operator with constant coefficients and to homogeneous boundary data. The existence of a solution of this QVI has already been proved in a larger context by Bensoussan et al. [l]. By adopting the general framework described in [4], we shall prove the existence of a regular solution. Moreover, we shall show that our solution is the common limit of two monotone sequences of subsohtions and supersolutions (in the terminology of Tartar [12]). As a collateral result, we shall also prove the existence of regular solutions for a class of approximated QVI’s, also with the prospect of numerical utilization." @default.
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- W1966771856 date "1977-11-01" @default.
- W1966771856 modified "2023-09-28" @default.
- W1966771856 title "On the regular solution of a quasi-variational inequality connected to a problem of stochastic impulse control" @default.
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- W1966771856 doi "https://doi.org/10.1016/0022-247x(77)90121-4" @default.
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