Impulse Control And Quasi Variational Inequalities
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Originally published | 1984 |
Authors | Jacques-Louis Lions |
Alain Bensoussan | |
Date of Reg. | |
Date of Upd. | |
ID | 2354555 |
About Impulse Control And Quasi Variational Inequalities
"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 the other hand variational and quasi-variational inequalities, with the intention of obtaining constructive methods of solution by numerical methods. . . .