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Stochastic Controls: Hamiltonian Systems and Hjb Equations - Stochastic Modelling and Applied Probability Jiongmin Yong Softcover Reprint of the Original 1st Ed. 1999 edition
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Stochastic Controls: Hamiltonian Systems and Hjb Equations - Stochastic Modelling and Applied Probability
Jiongmin 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 Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2012. gada 27. septembris |
| ISBN13 | 9781461271543 |
| Izdevēji | Springer-Verlag New York Inc. |
| Lapas | 439 |
| Izmēri | 155 × 235 × 24 mm · 644 g |
| Valoda | Angļu |
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