Title :
Stochastic controls: Hamiltonian systems and HJB equations [Book Reviews]
Author :
Pasik-Duncan, B. ; Duncan, T.E.
Author_Institution :
University of Kansas
Keywords :
Book reviews; Control systems; Differential equations; Dynamic programming; Mathematics; Nonlinear equations; Optimal control; Partial differential equations; Stochastic processes; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2001.964706