Spar
Stochastic Control of Hereditary Systems and Applications
Forfatter:
heftet, 2010
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
- 1st ed. Softcover of orig. ed. 2008
- ISBN
- 9781441926050
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 23.11.2010
- Antall sider
- 406
