Controlled diffusion processes /

Krylov, N. V.

Controlled diffusion processes / N. V. Krylov ; translated by A. B. Aries - Berlin : Springer, c2009 - xii, 308 p. : ill. ; 24 cm. - Applications of mathematics ; 14 . - Applications of mathematics ; 14 .

Includes bibliographical references (p.303-308) and index

3540709134 9783540709138


Control theory
Stochastic control theory

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