Stochastic Control of Hereditary Systems and Applications :: SCD d'Orléans

Stochastic Control of Hereditary Systems and Applications

Stochastic Control of Hereditary Systems and Applications

This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class of optimal control problems for stochastic hereditary differential systems. It is driven by a standard Brownian motion and with a bounded memory or an infinite but fading memor...

पूर्ण विवरण

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ग्रंथसूची विवरण
मुख्य लेखक:	Chang, Mou-Hsiung (संपादक)
स्वरूप:	Livre numérique
भाषा:	Anglais
प्रकाशित:	New York, NY : Springer New York : Springer e-books [20..]. Cham : Springer Nature
श्रृंखला:	Stochastic Modelling and Applied Probability 59
विषय:	Équations aux dérivées partielles Théorie de la commande Statistique mathématique Processus stochastiques Programmation dynamique
ऑनलाइन पहुंच:	Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL
टिप्पणी:	L'impression du document génère 417 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale)
Autres localisations:	Voir dans le Sudoc
Edition sous un autre format:	• Stochastic control of hereditary systems and applications, Mou-Hsiung Chang., New York, NY, Springer Science+Business Media, LLC, 2008, 1 vol. (XVIII-404 p.), Stochastic modelling and applied probability, 978-0-387-75805-3

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