Martingale methods in stochastic control

dc.contributor	Massachusetts Institute of Technology. Laboratory for Information and Decision Systems.
dc.contributor	Davis, M. H. A.
dc.date.accessioned	2002-06-21T03:39:00Z
dc.date.available	2002-06-21T03:39:00Z
dc.date.issued	1979
dc.identifier.uri	http://hdl.handle.net/1721.1/891
dc.description	Bibliography: leaves 30-33.	en
dc.description	"January, 1979."	en
dc.description.sponsorship	U.S. Air Force Office of Sponsored Research Grant AFOSR 77-3281 Department of Energy Contract EX-76-A-01-2295	en
dc.description.statementofresponsibility	M.H.A. Davis.
dc.format.extent	33 leaves
dc.format.mimetype	application/pdf
dc.language.iso	eng
dc.publisher	Laboratory for Information and Decision Systems, Massachusetts Institute of Technology
dc.relation.ispartofseries	LIDS-P ; 874
dc.subject.lcc	TK7855.M41 E3845 no.874
dc.subject.lcsh	Martingales (Mathematics)
dc.subject.lcsh	Stochastic processes
dc.title	Martingale methods in stochastic control	en