Optimal control of stochastic differential systems with applications.

Wong, Hon-Wing.2009-03-192009-03-1919801980Source: Dissertation Abstracts International, Volume: 62-13, Section: A.9780315008007http://hdl.handle.net/10393/3923http://dx.doi.org/10.20381/ruor-10006Engineering, General.Optimal control of stochastic differential systems with applications.Thesis