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Explore Editage All Accesshttps://doi.org/10.1007/s00245-009-9090-0
Copy DOI Journal: Applied Mathematics and Optimization |  Publication Date: Oct 24, 2009 |
 Citations: 49 |
Affiliation: French National Centre for Scientific Research, Laboratory of Computing, Modelling and Optimization of the Systems, French Institute for Research in Computer Science and Automation, Research Centre Inria Sophia Antipolis - Méditerranée, Université de Tours, Laboratoire de Mathématiques et Physique ThéoriqueWe prove the uniqueness of the viscosity solution of an Isaacs quasi-variational inequality arising in an impulse control minimax problem, motivated by an application in mathematical finance.
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