Spar
Stochastic Controls
Forfatter:
heftet, 2012
Engelsk
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.
- Undertittel
- Hamiltonian Systems and HJB Equations
- Forfatter
- Jiongmin Yong, Xun Yu Zhou
- Opplag
- Softcover reprint of the original 1st ed. 1999
- ISBN
- 9781461271543
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 27.9.2012
- Antall sider
- 439
