Tallenna
Stochastic Control of Hereditary Systems and Applications
Kirjailija:
nidottu, 2010
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
- 1st ed. Softcover of orig. ed. 2008
- ISBN
- 9781441926050
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 23.11.2010
- Kustantaja
- Springer-Verlag New York Inc.
- Sivumäärä
- 406
