MPG.eBooks - Table of Contents: Stochastic control by functional analysis methods

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Bibliographic Details
Main Author:	Bensoussan, Alain
Format:	eBook
Language:	English
Published:	Amsterdam North-Holland Pub. Co. 1982, 1982
Series:	Studies in mathematics and its applications
Subjects:	Stochastic Control Theory / Applications Of Functional Analysis Stochastic Control Theory / Fast / (ocolc)fst01133503 Technology & Engineering / Robotics / Bisacsh Commande, Théorie De La / Ram Analyse Stochastique / Ram Commande Stochastique Stochastic Control Theory / Http://id.loc.gov/authorities/subjects/sh92001443 Technology & Engineering / Automation / Bisacsh
Online Access:	https://www.sciencedirect.com/science/bookseries/0...
Collection:	Elsevier eBook collection Mathematics - Collection details see MPG.ReNa

Table of Contents:

Front Cover; Stochastic Control by Functional Analysis Methods; Copyright Page; Contents; CHAPTER I. STOCHASTIC CALCULUS AND STOCHASTIC DIFFERENTIAL EQUATIONS; CHAPTER II. PARTIAL DIFFERENTIAL EQUATIONS; CHAPTER III. MARTINGALE PROBLEM; CHAPTER IV. STOCHASTIC CONTROL WITH COMPLETE INFORMATION; CHAPTER V. FILTERING AND PREDICTION FOR LINEAR S.D.E.; CHAPTER VI. VARIATIONAL METHODS IN STOCHASTIC CONTROL; CHAPTER VII. PROBLEMS OF OPTIMAL STOPPING; CHAPTER VIII. IMPULSIVE CONTROL.
Includes bibliographical references (pages 399-410)