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On a Stochastic Control Problem with Terminal State Constraints Edward Tafumaneyi Chiyaka
On a Stochastic Control Problem with Terminal State Constraints
Edward Tafumaneyi Chiyaka
In this book, dynamical systems subject to some random perturbations which can be controlled are studied in order to optimize some performance criteria. A stochastic control problem in both finite and infinite time interval with terminal state constraint is formulated. The formulated stochastic control problem is solved using the dynamic programming principle for continuous Markov processes and also the maximum principle using the Hamilton-Jacobi-Bellman (HJB) equations.
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2013. gada 6. marts |
| ISBN13 | 9783659358142 |
| Izdevēji | LAP LAMBERT Academic Publishing |
| Lapas | 60 |
| Izmēri | 150 × 4 × 225 mm · 107 g |
| Valoda | Vācu |