Optimal control of systems governed by Ito stochastic differential equations.

Teo, Kok-Lay,.2009-03-232009-03-2319741974Source: Dissertation Abstracts International, Volume: 62-13, Section: A.http://hdl.handle.net/10393/7078http://dx.doi.org/10.20381/ruor-15152Engineering, General.Optimal control of systems governed by Ito stochastic differential equations.Thesis