A stochastic maximum principle for optimal control of diffusions
By: U.G. Haussmann.
Series: Pitman research notes in mathematics series,; 151
Publisher: Longman, Scientific & Technical; Wiley
Published: 1986
Place of publication: Harlow, Essex, England; New York
Language: eng
Number of pages: 109
Subjects: Control theory.; Mathematical optimization.; Stochastic processes.
Notes: Bibliography: p. 107-109.