Optimal control of diffusion processes

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Longman Scientific & Technical, 1989 - Science - 196 pages

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Contents

Compactness of laws
23
Dynamic programming
53
The degenerate case
84
Copyright

4 other sections not shown

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About the author (1989)

Vivek S. Borkar is a Senior Professor in the School of Technology and Computer Science at the Tata Institute of Fundamental Research in Mumbai.

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