Irregular Obstacles and Quasi-variational Inequalities of Stochastic Impulse Control

Irregular Obstacles and Quasi-variational Inequalities of Stochastic Impulse Control
Author: Jens Frehse
Publisher:
Total Pages: 59
Release: 1980
Genre:
ISBN:
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Irregular Obstacles and Quasi-variational Inequalities of Stochastic Impulse Control
Language: de
Pages: 59

Irregular Obstacles and Quasi-variational Inequalities of Stochastic Impulse Control

Authors: Jens Frehse
Categories:
Type: BOOK - Published: 1980 - Publisher:

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Impulse Control and Quasi-variational Inequalities
Language: en
Pages: 712

Impulse Control and Quasi-variational Inequalities

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
Variational and Quasivariational Inequalities
Language: en
Pages: 472

Variational and Quasivariational Inequalities

Authors: C. Baiocchi
Categories: Mathematics
Type: BOOK - Published: 1984 - Publisher: John Wiley & Sons

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Recent Mathematical Methods in Dynamic Programming
Language: en
Pages: 208

Recent Mathematical Methods in Dynamic Programming

Authors: Italo Capuzzo Dolcetta
Categories: Computers
Type: BOOK - Published: 2006-11-14 - Publisher: Springer

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Nonlinear Functional Analysis and Its Applications, Part 2
Language: en
Pages: 591

Nonlinear Functional Analysis and Its Applications, Part 2

Authors: Felix E. Browder
Categories: Mathematics
Type: BOOK - Published: 1986 - Publisher: American Mathematical Soc.

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