PakCat catalogue record

Stochastic controls

Hamiltonian systems and HJB equations

By Yong, J.

Bibliographic details

ISBN
0387987231
Publisher
Springer
Publication place
New York
Publication year
1999
Language
English
Material type
Book
Physical description
xx, 438 p.

Additional authors

Zhou, Xun Yu.

Subjects

Stochastic control theory., Mathematical optimization., Hamiltonian systems., Hamilton-Jacobi equations.

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