✦ LIBER ✦

Optimal Control of Diffusions

✍ Scribed by Hector O. Fattorini

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The optimal control of diffusions

✍ Robert J. Elliott 📂 Article 📅 1990 🏛 Springer 🌐 English ⚖ 460 KB

Lagrange approach to the optimal control

✍ Peter Kosmol; Michele Pavon 📂 Article 📅 1993 🏛 Springer Netherlands 🌐 English ⚖ 990 KB

A stochastic maximum principle for optim

✍ Bohdan Maslowski 📂 Article 📅 1988 🏛 Springer Netherlands 🌐 English ⚖ 214 KB

Optimal control of diffusions: A verific

✍ Michael Kohlmann; Peter Renner 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 306 KB

The variational principle for optimal co

✍ Robert J. Elliott; Michael Kohlmann 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 311 KB

A note on strochastic optimal control of

✍ Ding Deng 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 545 KB