Stochastic Differential Systems, Stochastic Control Theory and Applications /

This volume has resulted from an IMA workshop that sought to provide a mix of topics from both traditional areas of stochastic control theory and newer areas of application. The papers represent a diversity of approaches and points of view and emphasize to different extents the underlying mathematic...

Full description

Bibliographic Details

Main Author:	Fleming, Wendell
Corporate Author:	SpringerLink (Online service)
Other Authors:	Lions, P. L. (Pierre-Louis)
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 1988.
Series:	IMA volumes in mathematics and its applications ; 10.
Subjects:	Mathematics. System theory. Mathematical optimization. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book