Name: Stochastic Control of Hereditary Systems and Applications
Price: 1373.95 DKK
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Author: Mou-Hsiung Chang
ISBN: 9781441926050

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

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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.

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Sprog:
Engelsk

ISBN:
9781441926050

Forlag:
Springer-Verlag New York Inc.

Indbinding:
Paperback

Sideantal:
406

Udgivet:
12. Februar 2010

Udgave:
12008

Størrelse:
234x156x22 mm.

Vægt:
646 g.

Leveringstid: 2-3 uger.
Forventet levering: 23. Juli 2024

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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.

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