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Applications of variational inequalities in stochastic control

Bensoussan, A.

Applications of variational inequalities in stochastic control Alain Bensoussan, Jacques-Louis Lions - Amsterdam : North-Holland, 1982 - 564 p. ; 24 cm. - Studies in mathematics and its applications ; v. 12 .

Translation of: Applications des inequations variationnelles en controle stochastique, Bordas (Dunod), Paris, 1978

Bibliography : p.559-564

ISBN: 0444863583

Subjects--Topical Terms:
Control theory
Stochastic processes
Differential equations, Partial
Calculus of variations
Inequalities (Mathematics)

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Applications of variational inequalities in stochastic control

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