Periodic solutions of certain variational inequalities

Periodic solutions of certain variational inequalities

For a class of variational inequalities (quasilinear parabolic problems with a one-sided 'obstacle') arising from the Hamilton-Jacobi-Bellman formulation of certain periodic stochastic optimal control problems, it is shown that there are unique periodic solutions. AMS Subject Classificatio...

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Veröffentlicht in:Applicable analysis 1988-01, Vol.29 (3-4), p.301-327
Hauptverfasser: Belbas, S.A., Seidman, T.I.
Format: Artikel
Sprache:eng
Schlagworte:
existence
Hamilton-Jacobi-Bellman equation
maximum principle
nonlinear
obstacle
parabolic
partial differential equations
periodic
stochastic optimal control
uniqueness
Variational inequality
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Zusammenfassung:For a class of variational inequalities (quasilinear parabolic problems with a one-sided 'obstacle') arising from the Hamilton-Jacobi-Bellman formulation of certain periodic stochastic optimal control problems, it is shown that there are unique periodic solutions. AMS Subject Classification: 35B10, 49A29, 49C99.
ISSN:0003-6811
1563-504X
DOI:10.1080/00036818808839787