Impulse Control and Quasi Variational Inequalities
Format: Hardcover
ISBN13: 9780471918578
Hardcover|9780471918578
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Overview
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.
| ISBN-13 | 9780471918578 |
|---|---|
| ISBN-10 | 0471918571 |
| List Price | $110.00 |
| Format | Hardcover |
|---|---|
| Pages | 704 pages |
| Publisher | John Wiley & Sons |
| Published On | 1987-12-01 |
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