A stochastic maximum principle for optimal control of diffusions:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Harlow, Essex
Longman Scientific & Technical u.a.
1986
|
| Ausgabe: | 1. publ. |
| Schriftenreihe: | Pitman research notes in mathematics series
151 |
| Schlagworte: | |
| Beschreibung: | 109 S. graph. Darst. |
| ISBN: | 0582988934 0470207868 |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV000559576 | ||
| 003 | DE-604 | ||
| 005 | 20071004 | ||
| 007 | t | ||
| 008 | 870612s1986 d||| |||| 00||| eng d | ||
| 020 | |a 0582988934 |9 0-582-98893-4 | ||
| 020 | |a 0470207868 |9 0-470-20786-8 | ||
| 035 | |a (OCoLC)14097986 | ||
| 035 | |a (DE-599)BVBBV000559576 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-384 |a DE-824 |a DE-29T |a DE-739 |a DE-703 |a DE-355 |a DE-83 | ||
| 050 | 0 | |a QA402.3 | |
| 082 | 0 | |a 629.8/312 |2 19 | |
| 084 | |a SI 880 |0 (DE-625)143209: |2 rvk | ||
| 084 | |a SK 820 |0 (DE-625)143258: |2 rvk | ||
| 100 | 1 | |a Haussmann, Ulrich G. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a A stochastic maximum principle for optimal control of diffusions |c U. G. Haussmann |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Harlow, Essex |b Longman Scientific & Technical u.a. |c 1986 | |
| 300 | |a 109 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Pitman research notes in mathematics series |v 151 | |
| 650 | 7 | |a Analise Estocastica |2 larpcal | |
| 650 | 4 | |a Analyse stochastique | |
| 650 | 4 | |a Commande, Théorie de la | |
| 650 | 4 | |a Markov, Processus de | |
| 650 | 4 | |a Processus de diffusion - Modèles mathématiques | |
| 650 | 4 | |a Control theory | |
| 650 | 4 | |a Mathematical optimization | |
| 650 | 4 | |a Stochastic processes | |
| 650 | 0 | 7 | |a Kontrolltheorie |0 (DE-588)4032317-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastische optimale Kontrolle |0 (DE-588)4207850-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Diffusion |0 (DE-588)4012277-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Maximumprinzip |0 (DE-588)4169165-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Diffusionsprozess |0 (DE-588)4274463-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Optimierung |0 (DE-588)4043664-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Optimale Kontrolle |0 (DE-588)4121428-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastische Kontrolltheorie |0 (DE-588)4263657-7 |2 gnd |9 rswk-swf |
| 655 | 7 | |a Stochastisches Maximumprinzip |2 gnd |9 rswk-swf | |
| 689 | 0 | 0 | |a Stochastische Kontrolltheorie |0 (DE-588)4263657-7 |D s |
| 689 | 0 | 1 | |a Optimierung |0 (DE-588)4043664-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Stochastische optimale Kontrolle |0 (DE-588)4207850-7 |D s |
| 689 | 1 | 1 | |a Maximumprinzip |0 (DE-588)4169165-9 |D s |
| 689 | 1 | 2 | |a Diffusion |0 (DE-588)4012277-3 |D s |
| 689 | 1 | |5 DE-604 | |
| 689 | 2 | 0 | |a Diffusion |0 (DE-588)4012277-3 |D s |
| 689 | 2 | 1 | |a Optimale Kontrolle |0 (DE-588)4121428-6 |D s |
| 689 | 2 | 2 | |a Stochastisches Maximumprinzip |A f |
| 689 | 2 | |5 DE-604 | |
| 689 | 3 | 0 | |a Diffusionsprozess |0 (DE-588)4274463-5 |D s |
| 689 | 3 | |8 1\p |5 DE-604 | |
| 689 | 4 | 0 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
| 689 | 4 | |8 2\p |5 DE-604 | |
| 689 | 5 | 0 | |a Kontrolltheorie |0 (DE-588)4032317-1 |D s |
| 689 | 5 | |8 3\p |5 DE-604 | |
| 830 | 0 | |a Pitman research notes in mathematics series |v 151 |w (DE-604)BV000022845 |9 151 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-000344737 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 3\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804115001267453952 |
|---|---|
| any_adam_object | |
| author | Haussmann, Ulrich G. |
| author_facet | Haussmann, Ulrich G. |
| author_role | aut |
| author_sort | Haussmann, Ulrich G. |
| author_variant | u g h ug ugh |
| building | Verbundindex |
| bvnumber | BV000559576 |
| callnumber-first | Q - Science |
| callnumber-label | QA402 |
| callnumber-raw | QA402.3 |
| callnumber-search | QA402.3 |
| callnumber-sort | QA 3402.3 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SI 880 SK 820 |
| ctrlnum | (OCoLC)14097986 (DE-599)BVBBV000559576 |
| dewey-full | 629.8/312 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 629 - Other branches of engineering |
| dewey-raw | 629.8/312 |
| dewey-search | 629.8/312 |
| dewey-sort | 3629.8 3312 |
| dewey-tens | 620 - Engineering and allied operations |
| discipline | Mathematik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik |
| edition | 1. publ. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03236nam a2200805 cb4500</leader><controlfield tag="001">BV000559576</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20071004 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">870612s1986 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0582988934</subfield><subfield code="9">0-582-98893-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0470207868</subfield><subfield code="9">0-470-20786-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)14097986</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV000559576</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-29T</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-83</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA402.3</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">629.8/312</subfield><subfield code="2">19</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SI 880</subfield><subfield code="0">(DE-625)143209:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 820</subfield><subfield code="0">(DE-625)143258:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Haussmann, Ulrich G.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">A stochastic maximum principle for optimal control of diffusions</subfield><subfield code="c">U. G. Haussmann</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. publ.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Harlow, Essex</subfield><subfield code="b">Longman Scientific & Technical u.a.</subfield><subfield code="c">1986</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">109 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Pitman research notes in mathematics series</subfield><subfield code="v">151</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Analise Estocastica</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Analyse stochastique</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Commande, Théorie de la</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Markov, Processus de</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Processus de diffusion - Modèles mathématiques</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Control theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematical optimization</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic processes</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kontrolltheorie</subfield><subfield code="0">(DE-588)4032317-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische optimale Kontrolle</subfield><subfield code="0">(DE-588)4207850-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Diffusion</subfield><subfield code="0">(DE-588)4012277-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Maximumprinzip</subfield><subfield code="0">(DE-588)4169165-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Diffusionsprozess</subfield><subfield code="0">(DE-588)4274463-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optimierung</subfield><subfield code="0">(DE-588)4043664-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optimale Kontrolle</subfield><subfield code="0">(DE-588)4121428-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Kontrolltheorie</subfield><subfield code="0">(DE-588)4263657-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="a">Stochastisches Maximumprinzip</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastische Kontrolltheorie</subfield><subfield code="0">(DE-588)4263657-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Optimierung</subfield><subfield code="0">(DE-588)4043664-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Stochastische optimale Kontrolle</subfield><subfield code="0">(DE-588)4207850-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Maximumprinzip</subfield><subfield code="0">(DE-588)4169165-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Diffusion</subfield><subfield code="0">(DE-588)4012277-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Diffusion</subfield><subfield code="0">(DE-588)4012277-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="1"><subfield code="a">Optimale Kontrolle</subfield><subfield code="0">(DE-588)4121428-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="2"><subfield code="a">Stochastisches Maximumprinzip</subfield><subfield code="A">f</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="3" ind2="0"><subfield code="a">Diffusionsprozess</subfield><subfield code="0">(DE-588)4274463-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="4" ind2="0"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="4" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="5" ind2="0"><subfield code="a">Kontrolltheorie</subfield><subfield code="0">(DE-588)4032317-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="5" ind2=" "><subfield code="8">3\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Pitman research notes in mathematics series</subfield><subfield code="v">151</subfield><subfield code="w">(DE-604)BV000022845</subfield><subfield code="9">151</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-000344737</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">3\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| genre | Stochastisches Maximumprinzip gnd |
| genre_facet | Stochastisches Maximumprinzip |
| id | DE-604.BV000559576 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T15:15:40Z |
| institution | BVB |
| isbn | 0582988934 0470207868 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-000344737 |
| oclc_num | 14097986 |
| open_access_boolean | |
| owner | DE-12 DE-384 DE-824 DE-29T DE-739 DE-703 DE-355 DE-BY-UBR DE-83 |
| owner_facet | DE-12 DE-384 DE-824 DE-29T DE-739 DE-703 DE-355 DE-BY-UBR DE-83 |
| physical | 109 S. graph. Darst. |
| publishDate | 1986 |
| publishDateSearch | 1986 |
| publishDateSort | 1986 |
| publisher | Longman Scientific & Technical u.a. |
| record_format | marc |
| series | Pitman research notes in mathematics series |
| series2 | Pitman research notes in mathematics series |
| spelling | Haussmann, Ulrich G. Verfasser aut A stochastic maximum principle for optimal control of diffusions U. G. Haussmann 1. publ. Harlow, Essex Longman Scientific & Technical u.a. 1986 109 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Pitman research notes in mathematics series 151 Analise Estocastica larpcal Analyse stochastique Commande, Théorie de la Markov, Processus de Processus de diffusion - Modèles mathématiques Control theory Mathematical optimization Stochastic processes Kontrolltheorie (DE-588)4032317-1 gnd rswk-swf Stochastische optimale Kontrolle (DE-588)4207850-7 gnd rswk-swf Diffusion (DE-588)4012277-3 gnd rswk-swf Maximumprinzip (DE-588)4169165-9 gnd rswk-swf Diffusionsprozess (DE-588)4274463-5 gnd rswk-swf Optimierung (DE-588)4043664-0 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Optimale Kontrolle (DE-588)4121428-6 gnd rswk-swf Stochastische Kontrolltheorie (DE-588)4263657-7 gnd rswk-swf Stochastisches Maximumprinzip gnd rswk-swf Stochastische Kontrolltheorie (DE-588)4263657-7 s Optimierung (DE-588)4043664-0 s DE-604 Stochastische optimale Kontrolle (DE-588)4207850-7 s Maximumprinzip (DE-588)4169165-9 s Diffusion (DE-588)4012277-3 s Optimale Kontrolle (DE-588)4121428-6 s Stochastisches Maximumprinzip f Diffusionsprozess (DE-588)4274463-5 s 1\p DE-604 Stochastischer Prozess (DE-588)4057630-9 s 2\p DE-604 Kontrolltheorie (DE-588)4032317-1 s 3\p DE-604 Pitman research notes in mathematics series 151 (DE-604)BV000022845 151 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Haussmann, Ulrich G. A stochastic maximum principle for optimal control of diffusions Pitman research notes in mathematics series Analise Estocastica larpcal Analyse stochastique Commande, Théorie de la Markov, Processus de Processus de diffusion - Modèles mathématiques Control theory Mathematical optimization Stochastic processes Kontrolltheorie (DE-588)4032317-1 gnd Stochastische optimale Kontrolle (DE-588)4207850-7 gnd Diffusion (DE-588)4012277-3 gnd Maximumprinzip (DE-588)4169165-9 gnd Diffusionsprozess (DE-588)4274463-5 gnd Optimierung (DE-588)4043664-0 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Optimale Kontrolle (DE-588)4121428-6 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
| subject_GND | (DE-588)4032317-1 (DE-588)4207850-7 (DE-588)4012277-3 (DE-588)4169165-9 (DE-588)4274463-5 (DE-588)4043664-0 (DE-588)4057630-9 (DE-588)4121428-6 (DE-588)4263657-7 |
| title | A stochastic maximum principle for optimal control of diffusions |
| title_auth | A stochastic maximum principle for optimal control of diffusions |
| title_exact_search | A stochastic maximum principle for optimal control of diffusions |
| title_full | A stochastic maximum principle for optimal control of diffusions U. G. Haussmann |
| title_fullStr | A stochastic maximum principle for optimal control of diffusions U. G. Haussmann |
| title_full_unstemmed | A stochastic maximum principle for optimal control of diffusions U. G. Haussmann |
| title_short | A stochastic maximum principle for optimal control of diffusions |
| title_sort | a stochastic maximum principle for optimal control of diffusions |
| topic | Analise Estocastica larpcal Analyse stochastique Commande, Théorie de la Markov, Processus de Processus de diffusion - Modèles mathématiques Control theory Mathematical optimization Stochastic processes Kontrolltheorie (DE-588)4032317-1 gnd Stochastische optimale Kontrolle (DE-588)4207850-7 gnd Diffusion (DE-588)4012277-3 gnd Maximumprinzip (DE-588)4169165-9 gnd Diffusionsprozess (DE-588)4274463-5 gnd Optimierung (DE-588)4043664-0 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Optimale Kontrolle (DE-588)4121428-6 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
| topic_facet | Analise Estocastica Analyse stochastique Commande, Théorie de la Markov, Processus de Processus de diffusion - Modèles mathématiques Control theory Mathematical optimization Stochastic processes Kontrolltheorie Stochastische optimale Kontrolle Diffusion Maximumprinzip Diffusionsprozess Optimierung Stochastischer Prozess Optimale Kontrolle Stochastische Kontrolltheorie Stochastisches Maximumprinzip |
| volume_link | (DE-604)BV000022845 |
| work_keys_str_mv | AT haussmannulrichg astochasticmaximumprincipleforoptimalcontrolofdiffusions |