Continuous-time stochastic control and optimization with financial applications

Lignende værker

• Stochastic optimization.
  af: Schneider, Johannes J.
  Udgivet: (2006)
• Optimization of stochastic systems
  af: Aoki, Masanao
  Udgivet: (1967)
• Stochastic Models Optimization Techniques And Computer Applications
  Udgivet: (1994)
• Stochastic Optimization and Control
  af: Karreman,Herman.F
  Udgivet: (1968)
• Optimal control of discrete time stochastic systems /
  af: Striebel, Charlotte
  Udgivet: (1975)