A stochastic maximum principle for optimal control of diffusions
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | Inglés |
| Published: |
Harlow :
Longman Scientific & Technical
1986
|
| Series: | Pitman Research Notes in Mathematics Series ;
151 |
| Subjects: | |
| See on Universidad de Navarra: | https://unika.unav.edu/discovery/fulldisplay?docid=alma991005310509708016&context=L&vid=34UNAV_INST:VU1&search_scope=34UNAV_TODO&tab=34UNAV_TODO&lang=es |
| Physical Description: | [10], 109 p. ; 25 cm |
|---|---|
| ISBN: | 9780582988934 |
