Tallenna
Stochastic Controls
Kirjailija:
nidottu, 2012
englanti
In the statement of a Pontryagin-type maximum principle there is an adjoint equation, which is an ordinary differential equation (ODE) in the (finite-dimensional) deterministic case and a stochastic differential equation (SDE) in the stochastic case.
- Alaotsikko
- Hamiltonian Systems and HJB Equations
- Kirjailija
- Jiongmin Yong, Xun Yu Zhou
- Painos
- Softcover reprint of the original 1st ed. 1999
- ISBN
- 9781461271543
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 27.9.2012
- Kustantaja
- Springer-Verlag New York Inc.
- Sivumäärä
- 439
