Udvidet returret til d. 31. januar 2025

Stochastic Control of Hereditary Systems and Applications - Mou-Hsiung Chang - Bog

Bag om Stochastic Control of Hereditary Systems and Applications

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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9781441926050
  • Indbinding:
  • Paperback
  • Sideantal:
  • 406
  • Udgivet:
  • 12. februar 2010
  • Udgave:
  • 12008
  • Størrelse:
  • 234x156x22 mm.
  • Vægt:
  • 646 g.
  • 8-11 hverdage.
  • 9. december 2024

Normalpris

  • BLACK WEEK

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Stochastic Control of Hereditary Systems and Applications

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.

Brugerbedømmelser af Stochastic Control of Hereditary Systems and Applications



Find lignende bøger
Bogen Stochastic Control of Hereditary Systems and Applications findes i følgende kategorier:

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.