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zbMath0467.93067MaRDI QIDQ3921121

Alain Bensoussan

Publication date: 1980

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

variational inequalities error estimates reflection optimal stopping diffusion processes penalized problems variational inequalities with Neumann boundary conditions

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20) Diffusion processes (60J60) Optimal stopping in statistics (62L15)

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