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Stochastic Controls, 1

Hamiltonian Systems and HJB Equations

Language EnglishEnglish
Book Paperback
Book Stochastic Controls, 1 Jiongmin Yong
Libristo code: 02016234
Publishers Springer, Berlin, September 2012
This book unifies the maximum principle and dynamic programming, the two most commonly used approach...
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This book unifies the maximum principle and dynamic programming, the two most commonly used approaches in solving optimal control problems. The author shows that the viscosity solution theory provides the unifying framework.

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About the book

Full name Stochastic Controls, 1
Author Jiongmin Yong, Xun Yu Zhou
Language English
Binding Book - Paperback
Date of issue 2012
Number of pages 439
EAN 9781461271543
ISBN 1461271541
Libristo code 02016234
Publishers Springer, Berlin
Weight 706
Dimensions 155 x 235 x 25

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Lifestyle, Hobbies & Leisure > Gardening
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