A stochastic maximum principle for optimal control of diffusions /

Bibliographic Details

Main Author:	Haussmann, U. G.
Format:	Book
Language:	English
Published:	Harlow, Essex, England : New York : Longman, Scientific & Technical ; Wiley, 1986.
Series:	Pitman research notes in mathematics series. 151.
Subjects:	Control theory. Mathematical optimization. Stochastic processes.