1
Published 1986
Springer Berlin Heidelberg
Table of Contents: ... for partial differential equations with random process coefficients -- Optimal control of reflected diffusion...

2
Published 1989
Springer Berlin Heidelberg
Table of Contents: ... -- The adjoint process in stochastic optimal control -- Integration by parts and the Malliavin calculus...

3
Published 2001
Birkhäuser
Table of Contents: ... and Pricing with Collateral -- On the existence of optimal controls for a singular stochastic control problem...