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
Online-Zugang:	Volltext
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