Applications of Variational Inequalities in Stochastic Control

Applications of Variational Inequalities in Stochastic Control
Author :
Publisher : Elsevier
Total Pages : 577
Release :
ISBN-10 : 9780080875330
ISBN-13 : 0080875335
Rating : 4/5 (335 Downloads)

Book Synopsis Applications of Variational Inequalities in Stochastic Control by : A. Bensoussan

Download or read book Applications of Variational Inequalities in Stochastic Control written by A. Bensoussan and published by Elsevier. This book was released on 2011-08-18 with total page 577 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applications of Variational Inequalities in Stochastic Control


Applications of Variational Inequalities in Stochastic Control Related Books

Applications of Variational Inequalities in Stochastic Control
Language: en
Pages: 577
Authors: A. Bensoussan
Categories: Mathematics
Type: BOOK - Published: 2011-08-18 - Publisher: Elsevier

GET EBOOK

Applications of Variational Inequalities in Stochastic Control
Applications of Variational Inequalities in Stochastic Control
Language: en
Pages: 564
Authors: Alain Bensoussan
Categories: Control theory
Type: BOOK - Published: 1982 - Publisher:

GET EBOOK

Impulse Control and Quasi-variational Inequalities
Language: en
Pages: 712
Authors: Alain Bensoussan
Categories: Calculus of variations
Type: BOOK - Published: 1984 - Publisher: Bordas Editions

GET EBOOK

"The general aim of this book is to establish and study the relations that exist, via dynamic programming, between, on the one hand, stochastic control, and on
Dynamic Programming and Variational Inequalities in Singular Stochastic Control
Language: en
Pages: 378
Authors: Hang Zhu
Categories:
Type: BOOK - Published: 1992 - Publisher:

GET EBOOK

Applied Stochastic Control of Jump Diffusions
Language: en
Pages: 439
Authors: Bernt Øksendal
Categories: Business & Economics
Type: BOOK - Published: 2019-04-17 - Publisher: Springer

GET EBOOK

Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its ap