Spar
Stochastic Control of Hereditary Systems and Applications
Forfatter:
innbundet, 2008
Engelsk
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.
- Forfatter
- Mou-Hsiung Chang
- Opplag
- 2008 ed.
- ISBN
- 9780387758053
- Språk
- Engelsk
- Vekt
- 446 gram
- Utgivelsesdato
- 23.1.2008
- Antall sider
- 406
