A stochastic maximum principle for optimal control of diffusions - Info and Reading Options
By U. G. Haussmann
"A stochastic maximum principle for optimal control of diffusions" was published by Longman, Scientific & Technical in 1986 - Harlow, Essex, England, it has 109 pages and the language of the book is English.
“A stochastic maximum principle for optimal control of diffusions” Metadata:
- Title: ➤ A stochastic maximum principle for optimal control of diffusions
- Author: U. G. Haussmann
- Language: English
- Number of Pages: 109
- Publisher: ➤ Longman, Scientific & Technical
- Publish Date: 1986
- Publish Location: Harlow, Essex, England
“A stochastic maximum principle for optimal control of diffusions” Subjects and Themes:
- Subjects: ➤ Control theory - Diffusion processes - Markov processes - Mathematical models - Mathematical optimization - Stochastic analysis - Stochastic processes - Diffusion
Edition Specifications:
- Pagination: 109 p. ;
Edition Identifiers:
- The Open Library ID: OL2725335M - OL5268804W
- Online Computer Library Center (OCLC) ID: 14097986
- Library of Congress Control Number (LCCN): 86019074
- ISBN-10: 0470207868
- All ISBNs: 0470207868
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