Stochastic Differential Systems, Stochastic Control Theory and Applications

Stochastic Differential Systems, Stochastic Control Theory and Applications
ISBN-10
1461387639
ISBN-13
9781461387633
Pages
628
Language
English
Published
1987-12-02
Authors
Wendell Fleming, Pierre Louis Lions

Description

This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC ...

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