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Impulse Control and Quasi Variational Inequalities

1987-12-01
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Release : 1987-12-01
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Book Rating : 578/5 ( reviews)

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Book Synopsis Impulse Control and Quasi Variational Inequalities by : Alain Bensoussan

Download or read book Impulse Control and Quasi Variational Inequalities written by Alain Bensoussan. This book was released on 1987-12-01. Available in PDF, EPUB and Kindle. Book excerpt: 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. It begins with numerous examples which occur in applications and goes on to study, from an analytical viewpoint, both elliptic and parabolic quasi-variational inequalities. Finally the authors reconstruct an optimal control starting from the solution of the quasi-variational inequality.

Irregular Obstacles and Quasi-variational Inequalities of Stochastic Impulse Control

1980
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Release : 1980
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Book Synopsis Irregular Obstacles and Quasi-variational Inequalities of Stochastic Impulse Control by : Jens Frehse

Download or read book Irregular Obstacles and Quasi-variational Inequalities of Stochastic Impulse Control written by Jens Frehse. This book was released on 1980. Available in PDF, EPUB and Kindle. Book excerpt:

Impulse Control and Quasi-variational Inequalities

1984 Calculus of variations
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Release : 1984
Genre : Calculus of variations
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Book Synopsis Impulse Control and Quasi-variational Inequalities by : Alain Bensoussan

Download or read book Impulse Control and Quasi-variational Inequalities written by Alain Bensoussan. This book was released on 1984. Available in PDF, EPUB and Kindle. Book excerpt: "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. It begins with numerous examples which occur in applications and goes on to study, from an analytical viewpoint, both elliptic and parabolic quasi-variational inequalities. Finally the authors reconstruct an optimal control starting from the solution of the quasi-variational inequality."--Amazon.

Impulse control for jump-diffusions: viscosity solutions of quasi-variational inequalities and applications in bank risk management

2010
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Release : 2010
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Book Synopsis Impulse control for jump-diffusions: viscosity solutions of quasi-variational inequalities and applications in bank risk management by : Roland C. Seydel

Download or read book Impulse control for jump-diffusions: viscosity solutions of quasi-variational inequalities and applications in bank risk management written by Roland C. Seydel. This book was released on 2010. Available in PDF, EPUB and Kindle. Book excerpt:

Impulse Control and Quasi-variational Inequities

1984 Calculus of variations
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Author :
Release : 1984
Genre : Calculus of variations
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Impulse Control and Quasi-variational Inequities by : Alain Bensoussan

Download or read book Impulse Control and Quasi-variational Inequities written by Alain Bensoussan. This book was released on 1984. Available in PDF, EPUB and Kindle. Book excerpt:

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