Stochastic Differential Systems, Stochastic Control Theory and Applications: Proceedings of a Workshop, held at IMA, June 9-19, 1986

This volume has resulted from an IMA workshop that sought to provide a mix of topics from both traditional areas of shastic control theory and newer areas of application. The papers represent a diversity of approaches and points of view and emphasize to different extents the underlying mathematical theory, or modeling issues or questions of computational implementation.