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Controlled Diffusion Processes
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Controlled Diffusion Processes

Stochastic control theory is a relatively young branch of mathematics. Another class of engineering problems which encouraged the development of the theory of stochastic control involves time continuous control of a dynamic system in the presence of random noise.
Forfatter
N. V. Krylov
Oversetter
A. B. Aries
ISBN
9783540709138
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
15.10.2008
Antall sider
310