Applications of variational inequalities in stochastic control
By: Alain Bensoussan, Jacques-Louis Lions ; English version edited, prepared, and produced by Trans-Inter-Scientia.
Contributors: Lions, Jacques Louis.
Series: Studies in mathematics and its applications ;; v. 12
Publisher: North-Holland Pub. Co.; Sole distributors for the U.S.A. and Canada, Elsevier North-Holland
Published: 1982
Place of publication: Amsterdam; New York; New York, N.Y
Language: eng
Number of pages: 564
Subjects: Stochastic control theory; Differential equations, Partial; Variational inequalities (Mathematics)
Notes: Bibliography: p. 559-564.
Translation of: Applications des inéquations variationnelles en contrôle stochastique.