Studies in Mathematics and Its Applications - Stochastic Control by Functional Analysis Methods
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Chapter V Filtering and Prediction for Linear S.D.E.

Studies in Mathematics and Its Applications - Stochastic Control by Functional Analysis Methods ◽

10.1016/s0168-2024(08)70292-3 ◽

1982 ◽

pp. 191-220

Chapter VI Variational Methods in Stochastic Control

Studies in Mathematics and Its Applications - Stochastic Control by Functional Analysis Methods ◽

10.1016/s0168-2024(08)70293-5 ◽

1982 ◽

pp. 221-277

Keyword(s):

Variational Methods ◽

Stochastic Control

Edited by

Studies in Mathematics and Its Applications - Stochastic Control by Functional Analysis Methods ◽

10.1016/s0168-2024(08)70284-4 ◽

1982 ◽

pp. ii-iii

Acknowledgments

Studies in Mathematics and Its Applications - Stochastic Control by Functional Analysis Methods ◽

10.1016/s0168-2024(08)70287-x ◽

1982 ◽

pp. ix

Copyright page

Studies in Mathematics and Its Applications - Stochastic Control by Functional Analysis Methods ◽

10.1016/s0168-2024(08)70285-6 ◽

1982 ◽

pp. iv

Chapter VII Problems of Optimal Stopping

Studies in Mathematics and Its Applications - Stochastic Control by Functional Analysis Methods ◽

10.1016/s0168-2024(08)70294-7 ◽

1982 ◽

pp. 279-353

Keyword(s):

Optimal Stopping

Chapter II Partial Differential Equations

Studies in Mathematics and Its Applications - Stochastic Control by Functional Analysis Methods ◽

10.1016/s0168-2024(08)70289-3 ◽

1982 ◽

pp. 51-99

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Partial Differential

Introduction

Studies in Mathematics and Its Applications - Stochastic Control by Functional Analysis Methods ◽

10.1016/s0168-2024(08)70286-8 ◽

1982 ◽

pp. v-vii

Chapter IV Stochastic Control with Complete Information

Studies in Mathematics and Its Applications - Stochastic Control by Functional Analysis Methods ◽

10.1016/s0168-2024(08)70291-1 ◽

1982 ◽

pp. 139-189

Keyword(s):

Stochastic Control ◽

Complete Information

Chapter VIII Impulsive Control

Studies in Mathematics and Its Applications - Stochastic Control by Functional Analysis Methods ◽

10.1016/s0168-2024(08)70295-9 ◽

1982 ◽

pp. 355-398

Keyword(s):

Impulsive Control