scientific article; zbMATH DE number 3586914

zbMath0376.93046MaRDI QIDQ4156674

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

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

Mathematics Subject Classification ID

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

Cites Work

• Étude de diverses équations intégrales non linéaires et de quelques problèmes que pose l'hydrodynamique
• Equations aux dérivées partielles stochastiques non linéaires. I
• Problemes de temps d’arret optimal et inequations variationnelles paraboliques
• Variational inequalities
• Infinite-dimensional elliptic operators and parabolic equations connected with them
• ON UNIQUENESS OF THE SOLUTION OF BELLMAN'S EQUATION
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