Mosco, U. On some stochastic optimal impulse control problems. (English) Zbl 0561.93069 Recent mathematical methods in dynamic programming, Proc. Conf., Rome/Italy 1984, Lect. Notes Math. 1119, 139-151 (1985). Reviewer: P.L.Lions MSC: 93E20 49J40 49J55 49L20 90C39 PDFBibTeX XML
Matzeu, Michele; Mosco, Umberto; Vivaldi, Maria Agostina Sur un problème de contrôle optimal stochastique continu et impulsionnel avec Hamiltonien à croissance quadratique. (French) Zbl 0527.49006 C. R. Acad. Sci., Paris, Sér. I 296, 817-820 (1983). MSC: 49J40 49K45 93E20 35J60 35J85 PDFBibTeX XMLCite \textit{M. Matzeu} et al., C. R. Acad. Sci., Paris, Sér. I 296, 817--820 (1983; Zbl 0527.49006)
Biroli, M.; Mosco, U. Stability and homogenization for nonlinear variational inequalities with irregular obstacles and quadratic growth. (English) Zbl 0508.49009 Nonlinear Anal., Theory Methods Appl. 7, 41-60 (1983). MSC: 49J40 35J85 35J60 35D10 49L20 49J55 93E20 PDFBibTeX XMLCite \textit{M. Biroli} and \textit{U. Mosco}, Nonlinear Anal., Theory Methods Appl. 7, 41--60 (1983; Zbl 0508.49009) Full Text: DOI
Bensoussan, A.; Frehse, J.; Mosco, U. A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality. (English) Zbl 0474.49013 J. Reine Angew. Math. 331, 124-145 (1982). MSC: 49J40 93E20 35J65 49J55 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., J. Reine Angew. Math. 331, 124--145 (1982; Zbl 0474.49013) Full Text: Crelle EuDML
Frehse, Jens; Mosco, Umberto Variational inequalities with one-sided irregular obstacles. (English) Zbl 0447.49006 Manuscr. Math. 28, 219-233 (1979). MSC: 49J40 58E35 PDFBibTeX XMLCite \textit{J. Frehse} and \textit{U. Mosco}, Manuscr. Math. 28, 219--233 (1979; Zbl 0447.49006) Full Text: DOI EuDML
Mosco, Umberto 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 49J55 93E20 49K45 PDFBibTeX XML
Joly, J. L.; Mosco, U.; Troianiello, G. M. On the regular solution of a quasi-variational inequality connected to a problem of stochastic impulse control. (English) Zbl 0403.49014 J. Math. Anal. Appl. 61, 357-369 (1977). MSC: 49J40 35J20 60G40 PDFBibTeX XMLCite \textit{J. L. Joly} et al., J. Math. Anal. Appl. 61, 357--369 (1977; Zbl 0403.49014) Full Text: DOI