Spara
Stochastic Control of Hereditary Systems and Applications
Författare:
häftad, 2010
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
- 1st ed. Softcover of orig. ed. 2008
- ISBN
- 9781441926050
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2010-11-23
- Sidor
- 406
