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Martingale methods in stochastic control

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Stochastic Control Theory and Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 16))

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Authors and Affiliations

  1. Laboratory for Information and Decision Systems, Massachusetts Institute of Technology, 02139, Cambridge, Massachusetts

    M. H. A. Davis

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M. Kohlmann W. Vogel

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© 1979 Springer-Verlag

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Davis, M.H.A. (1979). Martingale methods in stochastic control. In: Kohlmann, M., Vogel, W. (eds) Stochastic Control Theory and Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 16. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0009377

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  • DOI: https://doi.org/10.1007/BFb0009377

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  • Print ISBN: 978-3-540-09480-7

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