Stochastic Controls - Hamiltonian Systems and HJB Equations - Paperback - 2012
Jiongmin Yong, Xun Yu Zhou
Resumo
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.
Year of publication: 2012
Pagination: 439 pages, biography
Format: Paperback
Serie: Stochastic Modelling and Applied Probability
Year of publication: 2012
Pagination: 439 pages, biography
Format: Paperback
Serie: Stochastic Modelling and Applied Probability
Stochastic Controls - Hamiltonian Systems and HJB Equations...
Resumo
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.
Year of publication: 2012
Pagination: 439 pages, biography
Format: Paperback
Serie: Stochastic Modelling and Applied Probability
Year of publication: 2012
Pagination: 439 pages, biography
Format: Paperback
Serie: Stochastic Modelling and Applied Probability
Publicidade
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Características
- Editora
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Springer-Verlag New York Inc.
- Dimensão
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235 x 155 x 24
- Peso
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706
- Tema
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Probability & statistics
- Edição
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Softcover reprint of the original 1st ed. 1999
- Origem
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United States
- EAN
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9781461271543
Publicidade
Publicidade