A stochastic maximum principle for optimal control of diffusions :: SCD d'Orléans

A stochastic maximum principle for optimal control of diffusions

A stochastic maximum principle for optimal control of diffusions

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Dettagli Bibliografici
Autore principale:	Haussmann, U. G.
Natura:	Livre papier
Lingua:	Anglais
Pubblicazione:	Harlow : New York : Longman, Scientific & Technical ; Wiley cop. 1986.
Serie:	Pitman research notes in mathematics series 151
Soggetti:	Commande, Théorie de la Optimisation mathématique Processus stochastiques
Autres localisations:	Voir dans le Sudoc

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