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Stochastic Control in Discrete and Continuous Time

519.2

Seierstad, Atle. Stochastic Control in Discrete and Continuous Time by Atle Seierstad. -
X, 222 p. online resource. Content notes : Stochastic Control over Discrete Time -- The HJB Equation for Deterministic Control -- Piecewise Deterministic Optimal Control Problems -- Control of Diffusions -- Appendix: Probability, Concepts, and Results. 9780387766171 * Distribution (Probability theory. Economic theory. Mathematical optimization. Systems theory. Probability Theory and Stochastic Processes. Economic Theory/Quantitative Economics/Mathematical Methods. Calculus of Variations and Optimal Control; Optimization. Systems Theory, Control.

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