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
0444863583
Control theory Stochastic processes Differential equations, Partial Calculus of variations Inequalities (Mathematics)