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Applications of variational inequalities in stochastic control /

Applications of variational inequalities in stochastic control /

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Bibliographic Details
Main Author: Bensoussan, Alain
Other Authors: Lions, Jacques Louis
Format: Book
Language:English
French
Published: Amsterdam ; New York : New York, N.Y. : North-Holland Pub. Co. ; Sole distributors for the U.S.A. and Canada, Elsevier North-Holland, 1982.
Series:Studies in mathematics and its applications ; v. 12
Subjects:
Stochastic control theory.
Differential equations, Partial.
Variational inequalities (Mathematics)
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