A stochastic maximum principle for optimal control of diffusions

A stochastic maximum principle for optimal control of diffusions

Detalhes bibliográficos
Autor principal: Haussmann, U. G.
Formato: Livro
Idioma:English
Publicado em: Harlow, Essex, England Wiley 1986.
Assuntos:
Control theory.
Mathematical optimization.
Stochastic processes.