A stochastic maximum principle for optimal control of diffusions /
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Author / Creator: | Haussmann, U. G. |
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Imprint: | Harlow, Essex, England : Longman, Scientific & Technical ; New York : Wiley, 1986. |
Description: | 109 p. ; 25 cm. |
Language: | English |
Series: | Pitman research notes in mathematics series 151 |
Subject: | |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/868150 |
Eckhart
Call Number: |
QA402.3.H360 1986
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