Spara
Stochastic Control of Hereditary Systems and Applications
Författare:
inbunden, 2008
Engelska
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.
- Författare
- Mou-Hsiung Chang
- Upplaga
- 2008 ed.
- ISBN
- 9780387758053
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 2008-01-23
- Sidor
- 406
