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The optimal control of stochastic jump processes : a martingale representational approach

No description available.
Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:476445
Date January 1978
CreatorsWan, Chan Bun
PublisherImperial College London
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
Sourcehttp://hdl.handle.net/10044/1/23124

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