Bensoussan, Alain; Lions, Jacques-Louis Applications of variational inequalities in stochastic control. Transl. from the French. (English) Zbl 0478.49002 Studies in Mathematics and its Applications, Vol. 12. Amsterdam - New York - Oxford: North-Holland Publishing Company. XI, 564 p. $ 82.50; Dfl. 175.00 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 5 ReviewsCited in 128 Documents MSC: 49-02 Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control 49J55 Existence of optimal solutions to problems involving randomness 49J40 Variational inequalities 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 93E20 Optimal stochastic control Keywords:stochastic optimal control; optimal stopping times; stochastic differential equations; linear second-order elliptic and parabolic equations; variational inequalities Citations:Zbl 0411.49002 PDFBibTeX XML