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.