2 papers
math.AP2020
Remarks on Viscosity Super-Solutions of Quasi-Variational Inequalities
Yue Zhou, Xinwei Feng, Jiongmin Yong
For Hamilton-Jacobi-Bellman (HJB) equations, with the standard definitions of viscosity super-solution and sub-solution, it is known that there is a comparison between any (viscosi…
math.OC2020
Continuity of the Value Function for Deterministic Optimal Impulse Control with Terminal State Constraint
Yue Zhou, Xinwei Feng, Jiongmin Yong
Deterministic optimal impulse control problem with terminal state constraint is considered. Due to the appearance of the terminal state constraint, the value function might be disc…