Stochastic controls

Stochastic controls: hamiltonian systems and HJB equations

by Yong, Jiongmin

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Title Statements

  • Full title :Stochastic controls : hamiltonian systems and HJB equations / Jiongmin Yong, Xun Yu Zhou.

Edition Statements

  • Publication Date:cop. 1999.

Publication Statements

  • Publisher(s):Springer
  • Place of Publication:Berlin
  • Language:eng
  • Publication Date:cop. 1999.

Notes

Índice.

The Physical Object

  • Description:XIII, 438 p. ; : 24 cm.

Edition Identifiers

  • ISBN:0387987231, 9780387987231
  • oclc:ocn782456222

Subjects

Hamilton, Sistemas de Sistemas de Hamilton Sistemas estocásticos

Writers

Yong, Jiongmin Zhou, Xun Yu

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