Stochastic Controls: Hamiltonian Systems and HJB Equations...

Main
Mathematics
Stochastic Controls: Hamiltonian...

Stochastic Controls: Hamiltonian Systems and HJB Equations (Stochastic Modelling and Applied Probability 43)

Name: Stochastic Controls: Hamiltonian Systems and HJB Equations (Stochastic Modelling and Applied Probability 43)
ISBN: 9780387987231

Jiongmin Yong, Xun Yu Zhou

0 / 0

0 comments

Насколько вам понравилась эта книга?

Какого качества скаченный файл?

Скачайте книгу, чтобы оценить ее качество

Какого качества скаченные файлы?

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.

Категории:

Mathematics

Год:

1999

Издание:

Издательство:

Springer

Язык:

english

Страницы:

465

ISBN 10: