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Applications of Variational Inequalities in Stochastic Control

Applications of Variational Inequalities in Stochastic Control

A. Bensoussan, J.-L. Lions
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pages
563 pages
language
English
format
PDF
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Applications of Variational Inequalities in Stochastic Control

A. Bensoussan, J.-L. Lions
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Publisher
Elsevier Science
Year
2011
ISBN
9780080875330
Topic
Mathematics
Subtopic
Mathematical Analysis

Table of contents