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Optimal control of diffusion processes / Vivek S. Borkar

Auteur principal : Borkar, Vivek S., 1954-, AuteurType de document : MonographieCollection : Pitman research notes in mathematics series, 203Langue : anglais.Pays : Grande Bretagne.Éditeur : Harlow : Longman Scientific and Technical, 1989Description : 1 vol. (196 p.) ; 25 cmISBN : 9780470213278.ISSN : 0269-3674.Bibliographie : Bibliogr..Sujet MSC : 93E20, Stochastic systems and control, Optimal stochastic control
49L20, Calculus of variations and optimal control; optimization - Hamilton-Jacobi theories, Dynamic programming in optimal control and differential games
49J55, Existence theories in calculus of variations and optimal control, Existence of optimal solutions to problems involving randomness
60J60, Markov processes, Diffusion processes
93C40, Model systems in control theory, Adaptive control/observation systems
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Bibliogr.

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