Author | Krylov, Nicolai V. author |
---|---|
Title | Controlled Diffusion Processes [electronic resource] / by Nicolai V. Krylov |
Imprint | New York, NY : Springer New York, 1980 |
Connect to | http://dx.doi.org/10.1007/978-3-540-70914-5 |
Descript | XII, 310 p. online resource |
to the Theory of Controlled Diffusion Processes -- Auxiliary Propositions -- General Properties of a Payoff Function -- The Bellman Equation -- The Construction of ?-Optimal Strategies -- Controlled Processes with Unbounded Coefficients: The Normed Bellman Equation