On a Stochastic Control Problem with Terminal State Constraints - Edward Tafumaneyi Chiyaka - Knjige - LAP LAMBERT Academic Publishing - 9783659358142 - 6. marca 2013
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On a Stochastic Control Problem with Terminal State Constraints

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In this book, dynamical systems subject to some random perturbations which can be controlled are studied in order to optimize some performance criteria. A stochastic control problem in both finite and infinite time interval with terminal state constraint is formulated. The formulated stochastic control problem is solved using the dynamic programming principle for continuous Markov processes and also the maximum principle using the Hamilton-Jacobi-Bellman (HJB) equations.

Medij Knjige     Paperback Book   (Knjiga z mehkimi platnicami in lepljenim hrbtom)
Izdano 6. marca 2013
ISBN13 9783659358142
Založniki LAP LAMBERT Academic Publishing
Strani 60
Dimenzije 150 × 4 × 225 mm   ·   107 g
Jezik Nemščina