Impulse Control and Quasi Variational Inequalities

Released on by Alain Bensoussan
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  • Impulse Control and Quasi Variational Inequalities Book Detail

  • Author : Alain Bensoussan
  • Release Date : 1987-12-01
  • Publisher : John Wiley & Sons
  • Genre :
  • Pages : 704
  • ISBN 13 : 9780471918578
  • File Size : 3,3 MB
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Impulse Control and Quasi Variational Inequalities by Alain Bensoussan PDF Summary

Book Description: The general aim of this book is to establish and study the relations that exist, via dynamic programming, between, on the one hand, stochastic control, and on the other hand variational and quasi-variational inequalities, with the intention of obtaining constructive methods of solution by numerical methods. It begins with numerous examples which occur in applications and goes on to study, from an analytical viewpoint, both elliptic and parabolic quasi-variational inequalities. Finally the authors reconstruct an optimal control starting from the solution of the quasi-variational inequality.

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