Tallenna
Deterministic and Stochastic Optimal Control
Kirjailija:
nidottu, 2012
englanti
In the second part of the book we give an introduction to stochastic optimal control for Markov diffusion processes. Our treatment follows the dynamic pro gramming method, and depends on the intimate relationship between second order partial differential equations of parabolic type and stochastic differential equations.
- Kirjailija
- Wendell H. Fleming, Raymond W. Rishel
- Painos
- Softcover reprint of the original 1st ed. 1975
- ISBN
- 9781461263821
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 3.2.2012
- Kustantaja
- Springer-Verlag New York Inc.
- Sivumäärä
- 222
