A stochastic maximum principle for optimal control of diffusions

ग्रंथसूची विवरण
मुख्य लेखक:	Haussmann, U. G.
स्वरूप:	पुस्तक
भाषा:	English
प्रकाशित:	Harlow, Essex, England Wiley 1986.
विषय:	Control theory. Mathematical optimization. Stochastic processes.