Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems

Christoph Reisinger, Yufei Zhang. Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems. SIAM J. Control and Optimization, 58(1):243-276, 2020. [doi]

Abstract

Abstract is missing.