Applications of variational inequalities in stochastic control

Author(s)

• Bensoussan, Alain
• Lions, Jacques Louis

Bibliographic Information

Applications of variational inequalities in stochastic control

Alain Bensoussan, Jacques-Louis Lions ; English version edited, prepared, and produced by Trans-Inter-Scientia

（Studies in mathematics and its applications, v. 12）

North-Holland Pub. Co. , Sole distributors for the U.S.A. and Canada, Elsevier North-Holland, 1982

Other Title

Applications des inéquations variationnelles en contrôle stochastique

Note

Translation of: Applications des inéquations variationnelles en contrôle stochastique, Bordas(Dunod), Paris, 1978

Bibliography: p. 559-564

Details

• NCID: BA03563433
• ISBN:
  • 0444863583
• LCCN: 81022404
• Country Code: ne
• Title Language Code: eng
• Text Language Code: eng
• Original Language Code: fre
• Place of Publication: Amsterdam ; New York,New York
• Pages/Volumes: xi, 564 p.
• Size: 23 cm
• Classification:
  • NDLC : M131
  • LCC : QA402.3
  • DC19 : 629.8/312
• Subject Headings:
  • LCSH : Control theory
  • LCSH : Stochastic processes
  • LCSH : Differential equations, Partial
  • LCSH : Variational inequalities (Mathematics)
• Parent Bibliography ID:
  • BA00192550