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Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions

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1980

On the Optimal Impulse Control Problem for Degenerate Diffusions

49 cited

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2017On Some Impulse Control Problems with Constraint30 cited
2018Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities30 cited
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