Stochastic controls : Hamiltonian systems and HJB equations /

Stochastic controls : Hamiltonian systems and HJB equations /

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Bibliographic Details
Author / Creator:Yong, J. (Jiongmin), 1958-
Imprint:New York : Springer, ©1999.
Description:1 online resource (xx, 438 pages.)
Language:English
Series:Applications of mathematics ; 43
Applications of mathematics ; 43.
Subject:
Stochastic control theory.
Mathematical optimization.
Hamiltonian systems.
Hamilton-Jacobi equations.
Hamilton-Jacobi equations.
Hamiltonian systems.
Mathematical optimization.
Stochastic control theory.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12960069
Hidden Bibliographic Details
Other authors / contributors:Zhou, Xun Yu.
ISBN:9781461214663 (electronic bk.)
1461214661 (electronic bk.)
0387987231
9780387987231
Notes:Includes bibliographical references (pages 401-432) and index.
Description based on print version record.
Other form:Original 0387987231 9780387987231
Standard no.:9780387987231

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