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A stochastic maximum principle for optimal control of diffusions /

By:

Haussmann, U. G

Material type: Text

TextSeries: Pitman research notes in Mathematics series ; v. 151Publication details: New York: John Wiley, 1986Description: 109pDDC classification:

519.93 H377.SM

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Item type	Current library	Call number	Status	Date due	Barcode
Book	ISID	519.93 H377.SM (Browse shelf(Opens below))	Available		DP20984

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Previous	519.93 C748.MT Mathematical theory of control; proceedings	519.93 El41.CS Control systems theory	519.93 H348.CM Control and modeling of complex systems	519.93 H377.SM A stochastic maximum principle for optimal control of diffusions /	519.93 H553.IO An Introduction to optimal control theory: the dynamic programming approach /	519.93 J17.IC Introduction to control theory	519.93 K14.LP Linear programming and finite Markovian control problems /	Next

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