Bensoussan, A.; Lions, J.-L. Applications des inéquations variationnelles en contrôle stochastique. (French) Zbl 0411.49002 Methodes Mathematiques de l’Informatique. No. 6. Paris: Dunod. 545 p. F 180.00 (1978). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 16 ReviewsCited in 201 Documents MSC: 49-02 Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control 49J40 Variational inequalities 93E20 Optimal stochastic control 49J55 Existence of optimal solutions to problems involving randomness 60J60 Diffusion processes Keywords:optimal stochastic control; variational inequalities; diffusion process PDFBibTeX XML