International Journal of Mathematics and Mathematical Sciences
Volume 12 (1989), Issue 1, Pages 145-157
Viscosity solutions associated with impulse control problems for piecewise-deterministic processes
University of Tennessee, Mathematics Department, Knoxville 37996-1300, Ennessee, USA
Received 1 July 1987; Revised 5 January 1988
Copyright © 1989 Suzanne M. Lenhart. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
This paper considers existence and uniqueness results for viscosity solutions
of integro-differential equations associated with the impulse control problem for piecewise-deterministic
processes on bounded domains and on Rn.