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