Yong, Jiongmin

Stochastic controls: Hamiltonian systems and HJB equations / by Jiongmin Yong, Xun Yu Zhou. - New York: Springer, 1999. - 438p. - Applications of mathematics; 43 .

0387987231


Stochastic control theory
Mathematical optimisation
Hamiltonian system
Hamilton-Jacobi equations

629.8312 / YON