Cortey-Dumont, Ph. On the approximation of a class of quasi-variational inequalities related to the impulse control. (English) Zbl 0479.65041 Free boundary problems, Proc. Semin. Pavia 1979, Vol. I, 161-171 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 Document MSC: 65K10 Numerical optimization and variational techniques 49J40 Variational inequalities Keywords:finite element method; stochastic impulse control; order of approximation; Hamilton-Jacobi operator; error estimate PDF BibTeX XML