Stochastic controls : Hamiltonian systems and HJB equations /

Bibliographic Details

Main Author:	Yong, J. (Jiongmin), 1958-
Other Authors:	Zhou, Xun Yu
Format:	Book
Language:	English
Published:	New York : Springer, [1999]
Series:	Applications of mathematics ; 43.
Subjects:	Stochastic control theory. Mathematical optimization. Hamiltonian systems. Hamilton-Jacobi equations.