Applications of Variational Inequalities in Stochastic Control - Studies in Mathematics and Its Applications
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Applications of Variational Inequalities in Stochastic Control - Studies in Mathematics and Its Applications ◽

10.1016/s0168-2024(08)70167-x ◽

1982 ◽

pp. iv

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Bibliography

Applications of Variational Inequalities in Stochastic Control - Studies in Mathematics and Its Applications ◽

10.1016/s0168-2024(08)70173-5 ◽

1982 ◽

pp. 559-564

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Chapter 2 Stochastic Differential Equations and Linear Partial Differential Equations of Second Order

Applications of Variational Inequalities in Stochastic Control - Studies in Mathematics and Its Applications ◽

10.1016/s0168-2024(08)70170-x ◽

1982 ◽

pp. 21-186

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Second Order ◽

Partial Differential ◽

Linear Partial Differential Equations

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Edited by

Applications of Variational Inequalities in Stochastic Control - Studies in Mathematics and Its Applications ◽

10.1016/s0168-2024(08)70166-8 ◽

1982 ◽

pp. iii

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Chapter 3 Optimal Stopping-Time Problems and Variational Inequalities

Applications of Variational Inequalities in Stochastic Control - Studies in Mathematics and Its Applications ◽

10.1016/s0168-2024(08)70171-1 ◽

1982 ◽

pp. 187-493 ◽

Keyword(s):

Variational Inequalities ◽

Optimal Stopping ◽

Stopping Time ◽

Optimal Stopping Time ◽

Stopping Time Problems

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Chapter 4 Stopping-Time and Stochastic Optimal Control Problems

Applications of Variational Inequalities in Stochastic Control - Studies in Mathematics and Its Applications ◽

10.1016/s0168-2024(08)70172-3 ◽

1982 ◽

pp. 495-557

Keyword(s):

Optimal Control ◽

Stochastic Optimal Control ◽

Optimal Control Problems ◽

Stopping Time ◽

Control Problems

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Chapter 1 General Introduction to Optimal Stopping Time Problems

Applications of Variational Inequalities in Stochastic Control - Studies in Mathematics and Its Applications ◽

10.1016/s0168-2024(08)70169-3 ◽

1982 ◽

pp. 1-20

Keyword(s):

Optimal Stopping ◽

Stopping Time ◽

General Introduction ◽

Optimal Stopping Time ◽

Stopping Time Problems

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Editors

Applications of Variational Inequalities in Stochastic Control - Studies in Mathematics and Its Applications ◽

10.1016/s0168-2024(08)70165-6 ◽

1982 ◽

pp. ii

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Foreword

Applications of Variational Inequalities in Stochastic Control - Studies in Mathematics and Its Applications ◽

10.1016/s0168-2024(08)70168-1 ◽

1982 ◽

pp. v-vi

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