Paperback. Superficial marks and light scores on covers. Spine ends, front leading corner and lower edges are very lightly bumped. Light bump on spine body. Light creases on leading edges and front spine side. Front leading corners are very lightly creased, slightly bending pages within. Light score on page block face. Pages are clean and tight throughout. T.

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Bibliographic Details

Title

Optimal Control of Diffusion Processes (Pitman Research Notes in Mathematics Series, 203)

Publisher

Longman Scientific & Technical, Harlow, Essex, United Kingdom

Publication Date

1989

Language

English

ISBN 10

0582035406

ISBN 13

9780582035409

Binding

Paperback

Condition

Very Good

Book Type

Used

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Synopsis

This volume aims to provide researchers in the field of stochastic control with a unified exposition of several key issues in controlled diffusions from a probabilistic standpoint. The text also includes an extensive account of existence results based on weak convergence and selection theory, a probabilistic approach to dynamic programming (inclusive of martingale and semigroup approaches), a treatment of the ergodic control problem and the problem of control under partial observations and an introduction to adaptive control.

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