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Applications of Variational Inequalities in Stochastic Control

BOOK

Applications of Variational Inequalities in Stochastic Control

A. Bensoussan | J.-L. Lions

(2011)

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Additional Information

Book Details

ISBN: 978-0-08-087533-0
Edition
Language: English
Pages: 563
Subjects: Mathematics
Calculus & mathematical analysis
Probability & statistics

Abstract

Applications of Variational Inequalities in Stochastic Control