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Applications of variational inequalities in stochastic control /

by Bensoussan, Alain.
Additional authors: Lions, J.-L. -- (Jacques-Louis), -- 1928-2001. Series: Studies in mathematics and its applications ; . v. 12 Published by : North-Holland Pub. Co. ; | Sole distributors for the U.S.A. and Canada, Elsevier North-Holland, (Amsterdam ; | New York : | New York, N.Y. :) Physical details: xi, 564 p. ; 23 cm. ISBN: 0444863583 (Elsevier NorthHolland). Subject(s): Stochastic control theory. | Differential equations, Partial. | Variational inequalities (Mathematics) Year: 1982
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Item type Location Call number Status Date due
3 Weeks Loan 3 Weeks Loan
Turkeyen Campus
Science & Technology
QA402.3 B48 (Browse shelf) Available

Translation of: Applications des inéquations variationnelles en contrôle stochastique.

Bibliography: p. 559-564.

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