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A stochastic maximum principle for optimal control of diffusions/ U.G. Haussmann.

By: Series: Pitman Research Notes in Mathematics Series ; 151.Publication details: Harlow, Essex, England: Longman Scientific & Technical, New York: Wiley, 1986.Description: 109 p.; 25 cmISBN:
  • 0470207868 (U.S.)
Subject(s): DDC classification:
  • 519.2 H377s
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Item type Current library Collection Call number Copy number Status Date due Barcode
Books Books Castorina Estantes Abertas (Open Shelves) Livros (Books) 519.2 H377s 1986 IMPA (Browse shelf(Opens below)) 1 Available 39063000124548

Bibliography: p. 107-109.

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