A stochastic maximum principle for optimal control of diffusions /

A stochastic maximum principle for optimal control of diffusions /

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Bibliographic Details
Author / Creator:Haussmann, U. G.
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:
Control theory
Mathematical optimization
Stochastic processes
Control theory.
Mathematical optimization.
Stochastic processes.
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/868150
Hidden Bibliographic Details
ISBN:0470207868 (U.S.)
Notes:Bibliography: p. 107-109.

MARC

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