Stochastic Control in Discrete and Continuous Time

AvAtle Seierstad

Häftad, Engelska, 2011

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Beskrivning

) As this book perhaps (and hopefully) will be read by readers with widely diff- ing backgrounds, some general advice may be useful: Don’t be put off if paragraphs, comments, or remarks contain material of a seemingly more technical nature that you don’t understand.

Produktinformation

Utgivningsdatum:2011-12-12
Mått:155 x 235 x 17 mm
Vikt:464 g
Format:Häftad
Språk:Engelska
Antal sidor:222
Upplaga:2009
Förlag:Springer-Verlag New York Inc.
ISBN:9781441945693

Utforska kategorier

Tillämpad matematik inom Naturvetenskap och teknik

Recensioner i media

From the reviews: "This book provides a comprehensive introduction to stochastic control. ... The treatment is at the level of a first course, with several examples and exercises. The book can be used by undergraduate students, but also by graduate students, engineers and others who study control, systems and related areas or want to extend their knowledge in these topics." (Krzysztof Szajowski, Mathematical Reviews, Issue 2009 j)

Innehållsförteckning

Stochastic Control over Discrete Time.- The HJB Equation for Deterministic Control.- Piecewise Deterministic Optimal Control Problems.- Control of Diffusions.- Appendix: Probability, Concepts, and Results.