Produkt
KlappentextThisresearchmonographdevelopstheHamilton-Jacobi-Bellman(HJB)theory viathedynamicprogrammingprincipleforaclassofoptimalcontrolproblems for stochastic hereditary di?erential equations (SHDEs) driven by a standard Brownian motion and with a bounded or an unbounded but fading m- ory.
Zusammenfassung
Very active research area
Chang bridges area of stochastic control and stochastic delay equations
Includes supplementary material: sn.pub/extras
Very active research area
Chang bridges area of stochastic control and stochastic delay equations
Includes supplementary material: sn.pub/extras
Details
ISBN/GTIN978-0-387-75805-3
ProduktartBuch
EinbandartGebunden
Verlag
Erscheinungsjahr2008
Erscheinungsdatum23.01.2008
Seiten406 Seiten
SpracheEnglisch
Gewicht792 g
IllustrationenXVIII, 406 p.
Artikel-Nr.10847188
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