Numerical methods for stochastic control problems in continuous time :: SCD d'Orléans

Numerical methods for stochastic control problems in continuous time

Numerical methods for stochastic control problems in continuous time

Αποθηκεύτηκε σε:

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς:	Kushner, Harold Joseph, 1933-, Dupuis, Paul G. (Συγγραφέας)
Μορφή:	Livre papier
Γλώσσα:	Anglais
Έκδοση:	New York ; Berlin ; Heidelberg : Springer copyright 1992.
Σειρά:	Applications of mathematics 24
Θέματα:	Markov, processus de Analyse numérique Commande stochastique
Autres localisations:	Voir dans le Sudoc

Παρόμοια τεκμήρια

Numerical methods for controlled stochastic delay systems
ανά: Kushner, Harold Joseph, 1933-
Έκδοση: (2008)

Weak convergence methods and singularly perturbed stochastic control and filtering problems
ανά: Kushner, Harold Joseph, 1933-
Έκδοση: (1990)

Weak convergence methods and singularly perturbed stochastic control and filtering problems
ανά: Kushner, Harold Joseph, 1933-

Deterministic and stochastic optimal control
ανά: Fleming, Wendell, 1928-2023, κ.ά.
Έκδοση: (1975)

Deterministic and Stochastic Optimal Control
ανά: Fleming, Wendell, 1928-2023, κ.ά.

Stochastic control in discrete and continuous time
ανά: Seierstad, Atle, 1939-

Optimization, control, and applications of stochastic systems : In Honor of Onésimo Hernández-Lerma
Έκδοση: (2012)

Introduction to stochastic control theory
ανά: Aström, Karl Johan, 1934-
Έκδοση: (1970)

Introduction to stochastic processes
ανά: Hoel, Paul Gerhard, 1905-2000, κ.ά.
Έκδοση: (1972)

Numerical Methods for Stochastic Control Problems in Continuous Time
ανά: Kushner, Harold Joseph, 1933-, κ.ά.

Numerical Methods for Stochastic Control Problems in Continuous Time
ανά: Kushner, Harold Joseph, 1933-, κ.ά.

Continuous strong Markov processes in dimension one : a stochastic calculus approach
ανά: Assing, Sigurd, 1965, κ.ά.
Έκδοση: (1998)

Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation
ανά: Graham, Carl, 19..-...., mathématicien, κ.ά.

Markov Processes for Stochastic Modeling
ανά: Ibe, Oliver Chukwudi, 1947-
Έκδοση: (2013)

Markov processes for stochastic modeling
ανά: Ibe, Oliver Chukwudi, 1947-
Έκδοση: (2008)

Introduction to stochastic processes
ανά: Cınlar, Erhan, 1941-
Έκδοση: (1975)

Stochastic methods : a handbook for the natural and social sciences
ανά: Gardiner, Crispin W.
Έκδοση: (2009)

Essentials of stochastic processes
ανά: Durrett, Richard, 1951-...., mathématicien

Stochastic Hybrid Systems : Theory and Safety Critical Applications
ανά: Blom, Henk A.P

Continuous-Time Markov Chains and Applications : A Singular Perturbation Approach
ανά: Yin, George, 1954-, κ.ά.

Controlled Markov processes and viscosity solutions
ανά: Fleming, Wendell, 1928-2023, κ.ά.

Numerical methods for stochastic processes
ανά: Bouleau, Nicolas, 1945-...., mathématicien, κ.ά.
Έκδοση: (1994)

Stochastic optimal control theory with application in self-tuning control
ανά: Hunt, Kenneth J., 1963-

Continuous Strong Markov Processes in Dimension One : A stochastic calculus approach
ανά: Assing, Sigurd, 1965, κ.ά.

Méthodes récursives aléatoires
ανά: Duflo, Marie, 1940-2019, mathématicienne
Έκδοση: (1990)

Brownian motion and stochastic calculus
ανά: Karatzas, Ioannis, 1952-, κ.ά.
Έκδοση: (1988)

Brownian Motion and Stochastic Calculus
ανά: Karatzas, Ioannis, 1952-, κ.ά.

Linear estimation and stochastic control
ανά: Davis, Mark, 1945-2020
Έκδοση: (1977)

Bounded Dynamic Stochastic Systems : Modelling and Control
ανά: Wang, Hong, 1960-...., chercheur en contrôle automatique

Stochastic Simulation : algorithms and analysis
ανά: Asmussen, Søren, 1946-...., mathématicien, κ.ά.

Applied Stochastic Processes
ανά: Lefebvre, Mario, 1957-

Controlled stochastic processes
ανά: Gikhman, Iosif Ilitch, 1918-1985, mathématicien, κ.ά.
Έκδοση: (1979)

Controlled Stochastic Processes
ανά: Gikhman, Iosif Ilitch, 1918-1985, mathématicien, κ.ά.

A stochastic maximum principle for optimal control of diffusions
ανά: Haussmann, U. G.
Έκδοση: (1986)

Lectures on stochastic control and nonlinear filtering : lectures delivered at the Indian Institute of Science, Bangalore under the T.I.F.R.--I.I.Sc. Programme in Applications of Mathematics
ανά: Davis, Mark, 1945-2020, κ.ά.
Έκδοση: (1984)

Further Topics on Discrete-Time Markov Control Processes
ανά: Hernández-Hernández, Onésimo, 1946-...., mathématicien, κ.ά.

Essays on the prediction process
ανά: Knight, Frank, 1933-2007
Έκδοση: (1981)

Advances in filtering and optimal stochastic control : proceedings of the IFIP-WG 7/1 working conference Cocoyoc, Mexico, February 1 6, 1982

Global optimization : a stochastic approach
ανά: Schäffler, Stefan

Topics in occupation times and Gaussian free fields
ανά: Sznitman, Alain-Sol, 1955-
Έκδοση: (2012)

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