Stochastic controls Hamiltonian systems and HJB equations

Detalles Bibliográficos
Autor principal:	Yong, J. 1958-
Otros Autores:	Zhou, Xun Yu
Formato:	Libro
Lenguaje:	English
Publicado:	New York Springer c1999.
Colección:	Applications of mathematics 43
Materias:	Stochastic control theory. Mathematical optimization. Hamiltonian systems. Hamilton-Jacobi equations.