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4 - The concept of utility
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3 - Stochastic Calculus
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Bibliography
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1 - Probability Theory
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Index
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Contents
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4 - Stochastic Dynamic Programming
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List of Figures
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Preface
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Stochastic Optimization in Continuous Time
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A - Miscellaneous Applications and Exercises
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5 - How to Solve it
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Frontmatter
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STOCHASTIC OPTIMIZATION IN CONTINUOUS TIME
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2 - Wiener Processes
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6 - Boundaries and Absorbing Barriers
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4 - Stability and stabilization
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Bibliography
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5 - Spaces of persistent signals
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Preface
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