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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).

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

Citations:

Zbl 0411.49002