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Applications des inéquations variationnelles en contrôle stochastique. (French) Zbl 0411.49002


MSC:

49-02 Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control
49J40 Variational inequalities
93E20 Optimal stochastic control
49J55 Existence of optimal solutions to problems involving randomness
60J60 Diffusion processes