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