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Stochastic Differential Systems, Stochastic Control Theory and Applications /

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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...

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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
Description
Summary: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 mathematical theory, or modeling issues or questions of computational implementation.
Item Description:Electronic resource.
Physical Description:1 online resource (xiii, 609 pages 10 illustrations)
ISBN:9781461387626 (electronic bk.)
1461387620 (electronic bk.)
ISSN:0940-6573 ;