A stochastic maximum principle for optimal control of diffusions/ U.G. Haussmann.
Series: Pitman Research Notes in Mathematics Series ; 151.Publication details: Harlow, Essex, England: Longman Scientific & Technical, New York: Wiley, 1986.Description: 109 p.; 25 cmISBN:- 0470207868 (U.S.)
- 519.2 H377s
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Books | Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 519.2 H377s 1986 IMPA (Browse shelf(Opens below)) | 1 | Available | 39063000124548 |
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519.2 H319b 1985 IMPA Brownian motion and stochastic flow systems/ | 519.2 H368f 1971 IMPA Foundations for estimation by the method of least squares/ | 519.2 H376e 1971 IMPA Elementary probability theory/ | 519.2 H377s 1986 IMPA A stochastic maximum principle for optimal control of diffusions/ | 519.2 H439p 1971 IMPA Probability: elements of the mathematical theory/ | 519.2 H468s 2003 IMPA Sobre a otimização com estruturas estocásticas/ | 519.2 H631f 1964 IMPA Fundamental concepts in the design of experiments/ |
Bibliography: p. 107-109.
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