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Asymptotic analysis for periodic structures
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Stochastic Control of Partially Observable Systems
Preface 1. Linear filtering theory 2. Optimal stochastic control for linear dynamic systems with quadratic payoff 3. Optimal control of linear stochastic systems with an exponential-of-integralExpand
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Impulse Control and Quasi-Variational Inequalities
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Representation and Control of Infinite Dimensional Systems, 2nd Edition
There is disclosed a charged particle beam apparatus capable of adjusting the convergence angle of the charged particle probe independent of the current in the probe. Expand
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Representation and Control of Infinite Dimensional Systems
Preface to the Second Edition Preface to Volume I of the First Edition Preface to Volume II of the First Edition List of Figures Introduction Part I. Finite Dimensional Linear Control of DynamicalExpand
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On the theory of option pricing
The objective of this article is to provide an axiomatic framework in order to define the concept of value function for risky operations for which there is no market. There is a market for assets,Expand
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Lectures on stochastic control
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Perturbation Methods in Optimal Control
The Principal Results of Deterministic and Stochastic Optimal Control Ergodic Control Regular Perturbations in Deterministic Optimal Control Regular Perturbations in Stochastic Optimal ControlExpand
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