Stochastic controls : Hamiltonian systems and HJB equations

Jiongmin Yong, Xun Yu Zhou
Bok · Engelsk · 1999

Utgitt	New York : Springer , c1999
Omfang	XX, 438 s.
Emner	Hamilton-Jacobi equations Hamiltonian systems Mathematical optimization Stochastic control theory Hamilton-systemer
ISBN	0387987231