Convex duality for finite-fuel problems in singular stochastic control /

Convex duality for finite-fuel problems in singular stochastic control /

Bibliographic Details
Main Author: Zhu, Hang
Corporate Authors: Brown University Center for Control Sciences, Brown University Division of Applied Mathematics, Lefschetz Center for Dynamical Systems
Format: Book
Language:English
Published: Providence, RI : Lefschetz Center for Dynamical Systems and Center for Control Sciences, Division of Applied Mathematics, Brown University, 1990
Subjects:
Control theory
Duality theory (Mathematics)
Dynamic programming
Stochastic processes
Description
Item Description:"91-01."
Physical Description:40 leaves ; 28 cm
Bibliography:Includes bibliographical references (leaves 39-40)

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