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Optimal control of diffusion processes /

Bibliographic Details
Main Author: Borkar, Vivek S.
Format: Book
Language:English
Published: Harlow, Essex, England : New York : Longman Scientific & Technical ; Wiley, 1989.
Series:Pitman research notes in mathematics series. 203.
Subjects:
Control theory.
Mathematical optimization.
Diffusion processes.
Description
Physical Description:196 pages ; 25 cm.
Bibliography:Includes bibliographies.
ISBN:0470213272 (Wiley)
ISSN:0269-3674 ;