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Stochastic Controls: Hamiltonian Systems and Hjb Equations - Stochastic Modelling and Applied Probability J-.m. Yong 1999 edition
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Stochastic Controls: Hamiltonian Systems and Hjb Equations - Stochastic Modelling and Applied Probability
J-.m. Yong
This book unifies the maximum principle and dynamic programming, the two most commonly used approaches in solving optimal control problems. The author shows that the viscosity solution theory provides the unifying framework.
439 pages, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 1999. gada 22. jūnijs |
| ISBN13 | 9780387987231 |
| Izdevēji | Springer-Verlag New York Inc. |
| Lapas | 439 |
| Izmēri | 156 × 234 × 25 mm · 743 g |
| Valoda | Angļu |
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