Stochastic controls: Hamiltonian systems and HJB equations. Yong, J. & Zhou, X. Y. Springer Science & Business Media, New York, 1999. tex.ids= YongZhou1999Stochasticbibtex @book{yong_stochastic_1999,
address = {New York},
series = {Applications of mathematics},
title = {Stochastic controls: {Hamiltonian} systems and {HJB} equations},
isbn = {978-0-387-98723-1},
shorttitle = {Stochastic controls},
language = {en},
number = {43},
publisher = {Springer Science \& Business Media},
author = {Yong, J. and Zhou, Xun Yu},
year = {1999},
note = {tex.ids= YongZhou1999Stochastic},
keywords = {Hamilton-Jacobi equations, Hamiltonian systems, Mathematical optimization, Stochastic control theory},
}
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