Optimal control of diffusion processes
By: Vivek S. Borkar.
Series: Pitman research notes in mathematics series -- 203
Publisher: Longman Scientific & Technical; Longman Higher Education Division (a Pearson Education company); Longman Higher Education
Published: 1989
Place of publication: Harlow
Language: eng
Number of pages: 196
Subjects: Markov processes.; Diffusion processes -- Mathematical models.; Control theory.; Stochastic analysis.