Applications of variational inequalities in stochastic control
by
 
Bensoussan, Alain.

Title
Applications of variational inequalities in stochastic control

Author
Bensoussan, Alain.

ISBN
9780444863584

Uniform Title
Applications des inéquations variationnelles en contrôle stochastique. English

Publication Information
Amsterdam ; New York : North-Holland Pub. Co. ; New York, N.Y. : Sole distributors for the U.S.A. and Canada, Elsevier North-Holland, 1982.

Physical Description
1 online resource (xi, 564 p.)

Series
Studies in mathematics and its applications ; v. 12

Series Title
Studies in mathematics and its applications ; v. 12

Subject Term
Stochastic control theory.
 
Differential equations, Partial.
 
Variational inequalities (Mathematics)

Added Author
Lions, J.-L. (Jacques-Louis), 1928-2001.

Electronic Access
ScienceDirect http://www.sciencedirect.com/science/book/9780444863584


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book256963-1001ONLINEElektronik Kütüphane