Stochastic controls: hamiltonian systems and HJB equations
Yong, Jiongmin
Stochastic controls: hamiltonian systems and HJB equations Jiongmin Yong and Xun Yu Zhou - New york Springer 1999 - xx, 438p hb. - Applications of mathematics Stochastic modelling and applied probability vol 43 .
9780387987231
HAMILTONIAN SYSTEMS
JACOBI EQUATIONS
519.216 / YON-S
Stochastic controls: hamiltonian systems and HJB equations Jiongmin Yong and Xun Yu Zhou - New york Springer 1999 - xx, 438p hb. - Applications of mathematics Stochastic modelling and applied probability vol 43 .
9780387987231
HAMILTONIAN SYSTEMS
JACOBI EQUATIONS
519.216 / YON-S