This monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal control problems for stochastic hereditary d

Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied pro

This edited book is dedicated to Professor N. U. Ahmed, a leading scholar and a renowned researcher in optimal control and optimization on the occasion of his r

This book provides a systematic, self-contained treatment of the theory of quantum probability and quantum Markov processes for graduate students and researcher

Deterministic and stochastic control systems with aftereffect are considered. Necessary and sufficient conditions for the optimality of such systems are obtaine