Stochastic control in discrete and continuous time /

Seierstad, Atle.

Stochastic control in discrete and continuous time / Atle Seierstad. - New York : Springer, 2009. - xii, 291 p. ;

0387766162 (hbk.) 9780387766164 (hbk.)


Stochastic control theory.
Discrete-time systems.

519.217 / SEI

University Library
Cochin University of Science and Technology
Kochi-682 022, Kerala, India