A stochastic maximum principle for optimal control of diffusions / U.G. Haussmann.
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Harlow :
Longman Scientific & Technical,
1986
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| Series: | Pitman research notes in mathematics series,
151 |
| Subjects: | |
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Pilkington Library - Pilkington Main Collection
| Shelfmark: |
519.233/HAU |
|---|---|
| Copy [0400308363] | Available |