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


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This monograph studies an evolutionary variational inequality approach to a degenerate moving free boundary problem. It takes an intermediate position between e