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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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 23 de noviembre de 2010 |
| ISBN13 | 9781441926050 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 406 |
| Dimensiones | 155 × 235 × 22 mm · 594 g |
| Lengua | Inglés |
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