Spara
Stochastic Controls
Författare:
häftad, 2012
Engelska
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.
- Undertitel
- Hamiltonian Systems and HJB Equations
- Författare
- Jiongmin Yong, Xun Yu Zhou
- Upplaga
- Softcover reprint of the original 1st ed. 1999
- ISBN
- 9781461271543
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2012-09-27
- Sidor
- 439
