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-integral… Expand

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

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 Dynamical… Expand

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

The Principal Results of Deterministic and Stochastic Optimal Control Ergodic Control Regular Perturbations in Deterministic Optimal Control Regular Perturbations in Stochastic Optimal Control… Expand