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Introduction to stochastic control theory. (English) Zbl 0226.93027

Mathematics in Science and Engineering. Vol. 70. New York-London: Academic Press. XI, 299 p. $ 14.50 (1970).

MSC:

93E20 Optimal stochastic control
93-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory
93E03 Stochastic systems in control theory (general)
60Hxx Stochastic analysis