Chang, Mou-Hsiung.

Stochastic Control of Hereditary Systems and Applications [electronic resource] / by Mou-Hsiung Chang. - New York, NY : Springer Science+Business Media, LLC, 2008. - 406 p. : ill., digital ; 24 cm. - Stochastic Modelling and Applied Probability, 59 0172-4568 ; .

9780387758169 (electronic bk.) 9780387758053 (paper)


Stochastic control theory.
Hamilton-Jacobi equations.

QA402.37 / .C43 2008

629.831