Stochastic processes and optimal control

Author(s)

• Engelbert, Hans Jürgen
• Karatzas, Ioannis
• Röckner, Michael
• Winterschool on Stochastic Processes and Optimal Control

Bibliographic Information

Stochastic processes and optimal control

edited by Hans J. Engelbert, Ioanis Karatzas, and Michael Röckner

（Stochastics monographs, v. 7）

Gordon and Breach, c1993

Note

Lectures presented at the 9th Winter School on Stochastic Processes and Optimal Control, held in Friedrichroda, Germany, Mar. 1-7, 1993

Includes bibliographical references and index

Details

• NCID: BA23045475
• ISBN:
  • 2881249272
• LCCN: 93014592
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Yverdon, Switzerland ; Langhorne, Pa., U.S.A.
• Pages/Volumes: x, 216 p.
• Size: 24 cm
• Classification:
  • LCC : QA274.A1
  • DC20 : 519.2
• Subject Headings:
  • LCSH : Stochastic processes -- Congresses
  • LCSH : Control theory -- Congresses
  • LCSH : Mathematical optimization -- Congresses
• Parent Bibliography ID:
  • BA11923567