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Applications of Variational Inequalities in Stochastic Control
Language: en
Pages: 577
Authors: A. Bensoussan
Categories: Mathematics
Type: BOOK - Published: 2011-08-18 - Publisher: Elsevier

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Applications of Variational Inequalities in Stochastic Control
Applications of Variational Inequalities in Stochastic Control
Language: en
Pages: 564
Authors: Alain Bensoussan
Categories: Calculus of variations
Type: BOOK - Published: 1982 - Publisher: North Holland

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Applications of Variational Inequalities in Stochastic Control
Language: en
Pages: 564
Authors: Alain Bensoussan
Categories: Control theory
Type: BOOK - Published: 1982 - Publisher:

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Impulse Control and Quasi-variational Inequalities
Language: en
Pages: 712
Authors: Alain Bensoussan
Categories: Calculus of variations
Type: BOOK - Published: 1984 - Publisher: Bordas Editions

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"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
A Stochastic Control Framework for Real Options in Strategic Evaluation
Language: en
Pages: 275
Authors: Alexander Vollert
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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The theoretical foundation for real options goes back to the mid 1980s and the development of a model that forms the basis for many current applications of real