Stochastic Differential Systems, Stochastic Control Theory and Applications
Publisher: Springer; Springer New York
Published: Nov 11, 2011
Format: paperback
Number of pages: 622
ISBN-13: 9781461387640
Description: This volume has resulted from an IMA workshop that sought to provide a mix of topics from both traditional areas of stochastic control theory and newer areas of application. The papers represent a diversity of approaches and points of view and emphasize to different extents the underlying mathematical theory, or modeling issues or questions of computational implementation.
Notes: Source title: Stochastic Differential Systems, Stochastic Control Theory and Applications (The IMA Volumes in Mathematics and its Applications (10))