Stochastic Control in Discrete and Continuous Time

Atle Seierstad ()
Additional contact information
Atle Seierstad: University of Oslo, Dept. Economics

in Springer Books from Springer

Date: 2009
ISBN: 978-0-387-76617-1
References: Add references at CitEc
Citations: View citations in EconPapers (3)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Ch 1 Stochastic Control over Discrete Time

Atle Seierstad

Ch 2 The HJB Equation for Deterministic Control

Atle Seierstad

Ch 3 Piecewise Deterministic Optimal Control Problems

Atle Seierstad

Ch Chapter 4 Control of Diffusions

Atle Seierstad

Ch Chapter 5 Appendix: Probability, Concepts, and Results

Atle Seierstad

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-0-387-76617-1

Ordering information: This item can be ordered from
http://www.springer.com/9780387766171

DOI: 10.1007/978-0-387-76617-1

Access Statistics for this book

More books in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().