TY  - BOOK
AU  - Fleming, Wendell
AU  - Rishel, Raymond W.
TI  - Deterministic and stochastic optical control
SN  - 0387901558
U1  - 519.22 
PY  - 1975///
CY  - New York
PB  - Springer
KW  - Markov processes
KW  - Mathematical optimization
KW  - Control theory
KW  - Diffusion processes
N1  - The simplest problem in calculus of variations --
The optimal control problem --
Existence and continuity properties of optimal controls --
Dynamic programming --
Stochastic differential equations and Markov diffusion processes --
Optimal control of Markov diffusion processes
ER  -