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Introduction to stochastic control theory. Reprint of the 1970 original ed. (English) Zbl 1191.93141
Mineola, NY: Dover Publications (ISBN 0-486-44531-3/pbk). xi, 299 p. (2006).
See the review of the original edition (1970) in Zbl 0226.93027.

MSC:
93E20 Optimal stochastic control
93-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory
93E03 Stochastic systems in control theory (general)
60Hxx Stochastic analysis
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