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Stochastic Controls: Hamiltonian Systems and Hjb Equations - Stochastic Modelling and Applied Probability J-.m. Yong 1999 edition
Stochastic Controls: Hamiltonian Systems and Hjb Equations - Stochastic Modelling and Applied Probability
J-.m. Yong
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.
439 pages, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 22 de junio de 1999 |
| ISBN13 | 9780387987231 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 439 |
| Dimensiones | 156 × 234 × 25 mm · 743 g |
| Lengua | Inglés |