Stochastic control theory and stochastic differential systems
Subtitle: proceedings of a workshop of the "Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität Bonn" which took place January 1979 at Bad Honnef
By: edited by M. Kohlmann and W. Vogel.
Contributors: Kohlmann, M.; Vogel, Walter, 1923 June 22-; Sonderforschungsbereich 72 "Approximation und Mathematische Optimierung in einer Anwendungsbezogenen Mathematik".
Series: Lecture notes in control and information sciences ;; 16
Publisher: Springer-Verlag
Published: 1979
Place of publication: Berlin; New York
Language: eng
Number of pages: 615
Subjects: Stochastic control theory.; Stochastic systems.; Stochastic differential equations.
Notes: Includes bibliographies.