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Stochastic controls : Hamiltonian systems and HJB equations /

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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.
Description
Physical Description:xx, 438 pages ; 25 cm.
Bibliography:Includes bibliographical references (pages [401]-432) and index.
ISBN:0387987231 (acid-free paper)