Optimal control of diffusion processes
By: Vivek S. Borkar.
Series: Pitman research notes in mathematics series,; 203
Publisher: Longman Scientific & Technical; Wiley
Published: 1989
Place of publication: Harlow, Essex, England; New York
Language: eng
Number of pages: 196
Subjects: Control theory.; Mathematical optimization.; Diffusion processes.
Notes: Includes bibliographies.