A stochastic maximum principle for optimal control of diffusions U.G. Haussmann
Series: Pitman research notes in mathematics series. 151 Publication details: New York Longman Scientific & Technical 1986Description: 109 p fig 25 cmISBN:- 0470207868
- 519.2'33
Item type | Current library | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|
Carti | IMAR | II 28512 (Browse shelf(Opens below)) | Available | 0008007 |
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