A stochastic maximum principle for optimal control of diffusions/
Haussmann, U. G.
A stochastic maximum principle for optimal control of diffusions/ U.G. Haussmann. - Harlow, Essex, England: New York: Longman Scientific & Technical, Wiley, 1986. - 109 p.; 25 cm. - Pitman Research Notes in Mathematics Series; 151. .
Bibliography: p. 107-109.
0470207868 (U.S.)
86019074
Control theory.
Mathematical optimization.
Stochastic processes.
519.2 / H377s
A stochastic maximum principle for optimal control of diffusions/ U.G. Haussmann. - Harlow, Essex, England: New York: Longman Scientific & Technical, Wiley, 1986. - 109 p.; 25 cm. - Pitman Research Notes in Mathematics Series; 151. .
Bibliography: p. 107-109.
0470207868 (U.S.)
86019074
Control theory.
Mathematical optimization.
Stochastic processes.
519.2 / H377s