1
by Øksendal, Bernt, Sulem, Agnès
Published 2007
Springer Berlin Heidelberg
Table of Contents: ... -- Viscosity Solutions -- Optimal Control of Random Jump Fields and Partial Information Control -- Solutions...

2
by Biagini, Francesca, Hu, Yaozhong, Øksendal, Bernt, Zhang, Tusheng
Published 2008
Springer London
Table of Contents: ... driven by fractional Brownian fields -- Stochastic optimal control and applications -- Local time...