Martingale methods in stochastic control
Bibliography: leaves 30-33.
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| Language: | eng |
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Laboratory for Information and Decision Systems, Massachusetts Institute of Technology
2002
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| Online Access: | http://hdl.handle.net/1721.1/891 |
| _version_ | 1826208732355231744 |
|---|---|
| author2 | Massachusetts Institute of Technology. Laboratory for Information and Decision Systems. |
| author_facet | Massachusetts Institute of Technology. Laboratory for Information and Decision Systems. |
| collection | MIT |
| description | Bibliography: leaves 30-33. |
| first_indexed | 2024-09-23T14:11:12Z |
| id | mit-1721.1/891 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T14:11:12Z |
| publishDate | 2002 |
| publisher | Laboratory for Information and Decision Systems, Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/8912019-04-12T08:13:53Z Martingale methods in stochastic control Massachusetts Institute of Technology. Laboratory for Information and Decision Systems. Davis, M. H. A. TK7855.M41 E3845 no.874 Stochastic processes Martingales (Mathematics) Bibliography: leaves 30-33. "January, 1979." U.S. Air Force Office of Sponsored Research Grant AFOSR 77-3281 Department of Energy Contract EX-76-A-01-2295 M.H.A. Davis. 2002-06-21T03:39:00Z 2002-06-21T03:39:00Z 1979 http://hdl.handle.net/1721.1/891 eng LIDS-P ; 874 33 leaves application/pdf application/pdf Laboratory for Information and Decision Systems, Massachusetts Institute of Technology |
| spellingShingle | TK7855.M41 E3845 no.874 Stochastic processes Martingales (Mathematics) Martingale methods in stochastic control |
| title | Martingale methods in stochastic control |
| title_full | Martingale methods in stochastic control |
| title_fullStr | Martingale methods in stochastic control |
| title_full_unstemmed | Martingale methods in stochastic control |
| title_short | Martingale methods in stochastic control |
| title_sort | martingale methods in stochastic control |
| topic | TK7855.M41 E3845 no.874 Stochastic processes Martingales (Mathematics) |
| url | http://hdl.handle.net/1721.1/891 |