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9780471918578
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Partial table of contents: EXAMPLES OF THE APPLICATION OF STOCHASTIC CONTROL AND IMPULSE CONTROL TO MANAGEMENT PROBLEMS. Stock Management. Production Management. Stochastic Control Problems in Finance. Medical Applications. OPTIMAL STOPPING TIME PROBLEMS FOR REFLECTED DIFFUSION PROBLEMS. Sub-Martingale Problems. Evolutionary Variational Inequalities with Neumann Boundary Conditions. Games Problems. Non-Linear Problems. STOPPING TIMES AND STOCHASTIC CONTROL RELATED TO DIFFUSIONS. Hamilton-Jacobi-Bellman Variational Inequalities. Differential Calculus and Stochastic Integrals. Interpretation of Solutions of Equations. QUASI-VARIATIONAL INEQUALITIES OF ELLIPTIC TYPE. Regularity. Unbounded Open Sets. Semi-Groups Approach. Continuity Methods and Other Methods. EVOLUTIONARY QUASI-VARIATIONAL INEQUALITIES. Parabolic Q.V.I.2s of Impulse Control. Approximate Semi-Group for the Inequality with Implicit Obstacle. IMPULSE CONTROL AND THE INTERPRETATION OF QUASI-VARIATIONAL INEQUALITIES. Interpretation of Iterative Methods. Unbounded Case. Probabilistic Interpretation of Semi-Group Formulations. Bibliography.Bensoussan, Alain is the author of 'Impulse Control and Quasi-Variational Inequalities (Modern Applied Mathematics)', published 1984 under ISBN 9780471918578 and ISBN 0471918571.
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