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This book presents a rigorous and modern treatment of variational and quasi–variational inequalities, with applications to impulse control, nonlinear partial differential equations, and mathematical finance. It develops the theory of state-dependent constrained systems, where the admissible set de...
The systematic stabilization of dynamical systems based on a suitable controller is a central task in automatic control. Obviously, this task can only be solved if the underlying system is indeed stabilizable, i.e., if the existence of a stabilizing control law can be guaranteed. For linear unconstr...
This book presents a rigorous and modern treatment of variational and quasi–variational inequalities, with applications to impulse control, nonlinear partial differential equations, and mathematical finance. It develops the theory of state-dependent constrained systems, where the admissible set de...