Stochastic control hamiltonian systems and HJB equations

Yong, Jiongmin

Stochastic control hamiltonian systems and HJB equations by Jiongmin Yong and Xun Yu Zhou - New York Springer 1999 - Applications of mathematics 43 .

9780387987231


Mathematical optimization; Stochastic control theory; Hamilton-Jacobi equations; Hamiltonian systems; Mathematics; Distribution (Probability theory)

629.8312 / YON/S

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