This book is an introduction to optimal stochastic control for continuous time Markov processes a...

The purpose of this book is to give a systematic development of differential and integral calculu...

This book may be regarded as consisting of two parts. In Chapters I-IV we pre- sent what we regar...

This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC C...

The purpose of this book is to give a systematic development of differential and integral calculu...

This book is intended as an introduction to optimal stochastic control for continuous time Mar...

This book is intended as an introduction to optimal stochastic control for continuous time Mar...

The purpose of this book is to give a systematic development of differential and integral calculu...

This book may be regarded as consisting of two parts. In Chapters I-IV we pre sent what we regard...

The time optimal control of variational inequalities. dynamic programming and the maximum princip...

Recent revolutions in the world of finance have created a need for the expertise of research math...