A stochastic maximum principle for optimal control of diffusions

Details 詳細情報について

• CRID

  1130282272663169280

• NII Book ID

  BA00865673

• ISBN

  0582988934

  0470207868

• LCCN

  86019074

• Web Site

  https://lccn.loc.gov/86019074

• Text Lang

  en

• Country Code

  uk

• Title Language Code

  en

• Place of Publication

  • Harlow
  • New York

• Classification

  • LCC: QA274.75
  • DC19: 519.2/33

• Subject

  • PRECIS: Markov processes: Diffusion. Mathematical models. Applications of stochastic optimal control theory
  • LCSH: Markov processes
  • LCSH: Diffusion processes -- Mathematical models
  • LCSH: Control theory
  • LCSH: Stochastic analysis
  • LCSH: Stochastic processes
  • LCSH: Mathematical optimization

• Data Source

  • CiNii Books