Stochastic Control in Discrete and Continuous Time - Seierstad, Atle.; SpringerLink (Online service) (Boston, MA : Springer US, 2009)
Keywords: Mathematics; Systems theory; Mathematical optimization; Distribution (Probability theory).; Economics, Mathematical; Mathematics; Probability Theory and Stochastic Processes; Game Theory/Mathematical Methods; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control