Applications of Variational Inequalities in Stochastic Control

Applications of Variational Inequalities in Stochastic Control
Author: Alain Bensoussan
Publisher: North Holland
Total Pages: 564
Release: 1982
Genre: Calculus of variations
ISBN: 9780444863584


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Applications of Variational Inequalities in Stochastic Control
Language: en
Pages: 577
Authors: A. Bensoussan
Categories: Mathematics
Type: BOOK - Published: 2011-08-18 - Publisher: Elsevier

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Applications of Variational Inequalities in Stochastic Control
Applications of Variational Inequalities in Stochastic Control
Language: en
Pages: 564
Authors: Alain Bensoussan
Categories: Control theory
Type: BOOK - Published: 1982 - Publisher:

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Impulse Control and Quasi-variational Inequalities
Language: en
Pages: 712
Authors: Alain Bensoussan
Categories: Calculus of variations
Type: BOOK - Published: 1984 - Publisher: Bordas Editions

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"The general aim of this book is to establish and study the relations that exist, via dynamic programming, between, on the one hand, stochastic control, and on
Dynamic Programming and Variational Inequalities in Singular Stochastic Control
Language: en
Pages: 378
Authors: Hang Zhu
Categories:
Type: BOOK - Published: 1992 - Publisher:

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Stochastic Control by Functional Analysis Methods
Language: en
Pages: 427
Authors: A. Bensoussan
Categories: Mathematics
Type: BOOK - Published: 2011-08-18 - Publisher: Elsevier

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Stochastic Control by Functional Analysis Methods