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
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