Use this URL to cite or link to this record in EThOS:
Title: The optimal control of stochastic jump processes : a martingale representational approach
Author: Wan, Chan Bun
ISNI:       0000 0001 3558 3275
Awarding Body: University of London
Current Institution: Imperial College London
Date of Award: 1978
Availability of Full Text:
Access from EThOS:
Access from Institution:
No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available