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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.

Impulse Control and Quasi-variational Inequities

1984 Calculus of variations
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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:

Impulse Control and Quasi-variational Inequalities

1984 Calculus of variations
Download Impulse Control and Quasi-variational Inequalities PDF Online Free

Author :
Release : 1984
Genre : Calculus of variations
Kind : eBook
Book Rating : /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 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.

Irregular Obstacles and Quasi-variational Inequalities of Stochastic Impulse Control

1980
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Release : 1980
Genre :
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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:

On the Regular Solution of a Quasi-variational Inequality Connected to a Problem of Stochastic Impulse Control

1976
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Release : 1976
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Book Synopsis On the Regular Solution of a Quasi-variational Inequality Connected to a Problem of Stochastic Impulse Control by : Jean-Luc Joly

Download or read book On the Regular Solution of a Quasi-variational Inequality Connected to a Problem of Stochastic Impulse Control written by Jean-Luc Joly. This book was released on 1976. Available in PDF, EPUB and Kindle. Book excerpt:

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