Stochastic Controls: Hamiltonian Systems and HJB Equations (Stochastic Modelling and Applied Probability)

Hamiltonian

by: Jiongmin Yong · Xun Yu Zhou

Hardcover

ISBN: 978-0-387-98723-1

ISBN-10: 0-387-98723-1

Springer · 1999

See also:
2012PaperbackStochastic Controls: Hamiltonian Systems and HJB Equations (Stochastic Modelling and Applied Probability)