Pastāsti draugiem par šo preci:
Stochastic Control of Hereditary Systems and Applications - Stochastic Modelling and Applied Probability Mou-Hsiung Chang Softcover reprint of hardcover 1st ed. 2008 edition
Stochastic Control of Hereditary Systems and Applications - Stochastic Modelling and Applied Probability
Mou-Hsiung Chang
This monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal control problems for stochastic hereditary differential equations (SHDEs) driven by a standard Brownian motion and with a bounded or an infinite but fading memory.
426 pages, black & white illustrations
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2010. gada 23. novembris |
| ISBN13 | 9781441926050 |
| Izdevēji | Springer-Verlag New York Inc. |
| Lapas | 406 |
| Izmēri | 155 × 235 × 22 mm · 594 g |
| Valoda | Angļu |
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