Stochastic control problems of either the optimal stopping or impulsive control type on diffusion models are considered, but there is also a continuously acting

In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountab

This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1),

Impulsive Control in Continuous and Discrete-Continuous Systems is an up-to-date introduction to the theory of impulsive control in nonlinear systems. This is a

This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or unc