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Stochastic Control of Hereditary Systems and Applications - Stochastic Modelling and Applied Probability Mou-Hsiung Chang Softcover reprint of hardcover 1st ed. 2008 edition
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Stochastic Control of Hereditary Systems and Applications - Stochastic Modelling and Applied Probability
Mou-Hsiung Chang
This monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal control problems for stochastic hereditary differential equations (SHDEs) driven by a standard Brownian motion and with a bounded or an infinite but fading memory.
426 pages, black & white illustrations
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 23. novembra 2010 |
| ISBN13 | 9781441926050 |
| Založniki | Springer-Verlag New York Inc. |
| Strani | 406 |
| Dimenzije | 155 × 235 × 22 mm · 594 g |
| Jezik | Angleščina |
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