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Stochastic Controls

Hamiltonian Systems and HJB Equations

Language EnglishEnglish
Book Hardback
Book Stochastic Controls ong Jiongmin
Libristo code: 01385610
Publishers Springer, Berlin, November 1998
The maximum principle and dynamic programming are the two most commonly used approaches in solving o... Full description
? points 448 b
185.34 €
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The maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. These approaches have been developed independently. The theme of this book is to unify these two approaches, and to demonstrate that the viscosity solution theory provides the framework to unify them.

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About the book

Full name Stochastic Controls
Author ong Jiongmin, hou Xun Yu
Language English
Binding Book - Hardback
Date of issue 1999
Number of pages 439
EAN 9780387987231
ISBN 0387987231
Libristo code 01385610
Publishers Springer, Berlin
Weight 860
Dimensions 156 x 234 x 25

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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