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Non-linear quasi variational inequalities and stochastic impulse control theory. (English) Zbl 0428.49004

Equadiff IV, Proc., Prague 1977, Lect. Notes Math. 703, 271-285 (1979).

MSC:

49J40 Variational inequalities
49J55 Existence of optimal solutions to problems involving randomness
93E20 Optimal stochastic control
49K45 Optimality conditions for problems involving randomness