Applications of variational inequalities in stochastic control
By: Alain Bensoussan, Jacques-Louis Lions.
Contributors: Lions, J. L.
Series: Studies in mathematics and its applications -- v.12
Publisher: North Holland
Published: 1982
Place of publication: Amsterdam; Oxford
Language: eng
Number of pages: 564
Subjects: Control theory.; Stochastic processes.; Calculus of variations.; Inequalities (Mathematics)
Work titles: Applications des inéquations variationnelles en contrôle stochastique.
Notes: Bibliography, p559-564.

Translation of, Applications des inéquations variationnelles en contrôle stochastique.