Tallenna
Stochastic Control of Hereditary Systems and Applications
Kirjailija:
sidottu, 2008
englanti
ThisresearchmonographdevelopstheHamilton-Jacobi-Bellman(HJB)theory viathedynamicprogrammingprincipleforaclassofoptimalcontrolproblems for stochastic hereditary di?erential equations (SHDEs) driven by a standard Brownian motion and with a bounded or an unbounded but fading m- ory.
- Kirjailija
- Mou-Hsiung Chang
- Painos
- 2008 ed.
- ISBN
- 9780387758053
- Kieli
- englanti
- Paino
- 446 grammaa
- Julkaisupäivä
- 23.1.2008
- Kustantaja
- Springer-Verlag New York Inc.
- Sivumäärä
- 406
