Deterministic minimax impulse control
Résumé
We prove the uniqueness of the viscosity solution of an Isaacs quasi-variational inequality arising in an impulse control minimax problem, motivated by an application in mathematical finance.
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We prove the uniqueness of the viscosity solution of an Isaacs quasi-variational inequality arising in an impulse control minimax problem, motivated by an application in mathematical finance.
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https://inria.hal.science/hal-00847284
Soumis le : mardi 23 juillet 2013-11:22:43
Dernière modification le : mardi 26 août 2025-15:21:01