scientific article; zbMATH DE number 3586914

MaRDI QIDQ4156674zbMATH OpenFDO

Authors Alain Bensoussan, Jacques-Louis Lions

Publication date 1978

Full work available at URL http://www.numdam.org/item?id=ASNSP_1978_4_5_1_181_0, https://eudml.org/doc/83775

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stopping times; optimal stopping problems; gambling theory (60G40) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3160590 (Why is no real title available?)
• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
• scientific article; zbMATH DE number 3220706 (Why is no real title available?)
• Equations aux dérivées partielles stochastiques non linéaires. I
• Infinite-dimensional elliptic operators and parabolic equations connected with them
• ON UNIQUENESS OF THE SOLUTION OF BELLMAN'S EQUATION
• Problemes de temps d’arret optimal et inequations variationnelles paraboliques
• Variational inequalities
• Étude de diverses équations intégrales non linéaires et de quelques problèmes que pose l'hydrodynamique

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