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Publication:3935745
zbMath0478.49002MaRDI QIDQ3935745
Jacques Louis Lions, Alain Bensoussan
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
variational inequalitiesstochastic optimal controlstochastic differential equationsoptimal stopping timeslinear second-order elliptic and parabolic equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational inequalities (49J40) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Existence of optimal solutions to problems involving randomness (49J55)
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