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Variational and Quasi–Variational Inequalities: Applications to Control and Finance

Salah Boulaaras, Mohamed Haiour
Springer Singapore
160.49 € · Hardcover

Quasi-Variational Inequalities Impulse Control Problems State-Dependent Constraints American Option Pricing Free Boundary Problems Nonlinear Partial Differential Equations Asymptotic Stability and Long-Time Behavior Penalty Methods and Hemivariational Inequalities Finite Element Approximation Numerical Methods for Constrained Systems

This book presents a rigorous and modern treatment of variational and quasi–variational inequalities, with applications to impulse control, nonlinear partial differential equations, and mathematical finance. It develops the theory of state-dependent constrained systems, where the admissible set de...

Variational Inequalities: Theory and Applications

Salah Boulaaras, Mohamed Haiour
Springer Singapore
171.19 € · Hardcover

Variational inequalities Quasi-variational inequalities Hemivariational inequalities Elliptic and parabolic partial differential equations Obstacle problems and free boundary problems Impulse control and switching systems Penalty methods and regularization techniques Monotone operator theory Finite element methods Numerical analysis of variational inequalities Asymptotic behavior and long-time analysis Error estimates and stability analysis Lewy–Stampacchia inequalities American option pricing Reliability and maintenance modeling

This book provides a comprehensive and unified treatment of variational inequalities, quasi-variational inequalities, and related impulse control problems, combining rigorous mathematical analysis with effective numerical methods and practical applications. Such models arise naturally in constrained...

Variational and Quasi–Variational Inequalities: Applications to Control and Finance

Salah Boulaaras, Mohamed Haiour
Springer Singapore
160.49 € · eBook

Quasi-Variational Inequalities Impulse Control Problems State-Dependent Constraints American Option Pricing Free Boundary Problems Nonlinear Partial Differential Equations Asymptotic Stability and Long-Time Behavior Penalty Methods and Hemivariational Inequalities Finite Element Approximation Numerical Methods for Constrained Systems

This book presents a rigorous and modern treatment of variational and quasi–variational inequalities, with applications to impulse control, nonlinear partial differential equations, and mathematical finance. It develops the theory of state-dependent constrained systems, where the admissible set de...

Variational Inequalities: Theory and Applications

Salah Boulaaras, Mohamed Haiour
Springer Singapore
171.19 € · eBook

Variational inequalities Quasi-variational inequalities Hemivariational inequalities Elliptic and parabolic partial differential equations Obstacle problems and free boundary problems Impulse control and switching systems Penalty methods and regularization techniques Monotone operator theory Finite element methods Numerical analysis of variational inequalities Asymptotic behavior and long-time analysis Error estimates and stability analysis Lewy–Stampacchia inequalities American option pricing Reliability and maintenance modeling

This book provides a comprehensive and unified treatment of variational inequalities, quasi-variational inequalities, and related impulse control problems, combining rigorous mathematical analysis with effective numerical methods and practical applications. Such models arise naturally in constrained...

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