Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. ~urin

The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.

This book describes the central aspects of diffusion in solids, and goes on to provide easy access to important information about diffusion in metals, alloys, s

This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic program

This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitive