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Stochastic Controls: Hamiltonian Systems and Hjb Equations - Stochastic Modelling and Applied Probability Jiongmin Yong Softcover Reprint of the Original 1st Ed. 1999 edition
Stochastic Controls: Hamiltonian Systems and Hjb Equations - Stochastic Modelling and Applied Probability
Jiongmin 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 Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 27 de septiembre de 2012 |
| ISBN13 | 9781461271543 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 439 |
| Dimensiones | 155 × 235 × 24 mm · 644 g |
| Lengua | Inglés |