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Contrôle impulsionnel et inéquations quasi variationnelles. (French) Zbl 0491.93002
Methodes Mathematiques de l’Informatique, 11. Publie avec le concours du C.N.R.S. Paris: Dunod. XV, 596 p. FF 280.00 (1982).

MSC:
93-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory
49-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control
93E20 Optimal stochastic control
49K45 Optimality conditions for problems involving randomness
49J40 Variational inequalities
49L20 Dynamic programming in optimal control and differential games
60G40 Stopping times; optimal stopping problems; gambling theory
60J60 Diffusion processes
90C39 Dynamic programming