Applications of variational inequalities in stochastic control

...
Author:  Alain Bensoussan |  J.L. Lions

54 downloads 1143 Views 2MB Size Report

This content was uploaded by our users and we assume good faith they have the permission to share this book. If you own the copyright to this book and it is wrongfully on our website, we offer a simple DMCA procedure to remove your content from our site. Start by pressing the button below!

Report copyright / DMCA form

Recommend Documents

Applications of Variational Inequalities in Stochastic Control STUDIES IN MATHEMATICS AND ITS APPLICATIONS VOLUME 12 ...

V Barbu University of Ia§i Optimal control of variational inequalities Pitman Advanced Publishing Program BOSTON·LONDO...

VARIATIONAL AND QUASI-VARIATIONAL INEQUALITIES IN MECHANICS SOLID MECHANICS AND ITS APPLICATIONS Volume 147 Series Ed...

Numerical Analysis of Variational Inequalities STUDIES IN MATHEMATICS AND ITS APPLICATIONS VOLUME 8 Editors: J. L. L...

DUALITY IN OPTIMIZATION AND VARIATIONAL INEQUALITIES Optimization Theory and Applications series of books and monogra...