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Controlled Diffusion Processes
N. V. Krylov
€ 194.34
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Description for Controlled Diffusion Processes
paperback. Translator(s): Aries, A. B. Series: Stochastic Modelling and Applied Probability. Num Pages: 320 pages, biography. BIC Classification: PBT. Category: (G) General (US: Trade). Dimension: 236 x 156 x 23. Weight in Grams: 492.
Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. During that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in W onham [76J). At the same time, Girsanov [25J and Howard [26J made the first steps in constructing a general theory, based on Bellman's technique of dynamic programming, developed by him somewhat earlier [4J. Two types of engineering problems engendered two different parts of stochastic control theory. Problems of the first type are associated with multistep decision ... Read more
Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. During that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in W onham [76J). At the same time, Girsanov [25J and Howard [26J made the first steps in constructing a general theory, based on Bellman's technique of dynamic programming, developed by him somewhat earlier [4J. Two types of engineering problems engendered two different parts of stochastic control theory. Problems of the first type are associated with multistep decision ... Read more
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer United States
Number of pages
320
Condition
New
Series
Stochastic Modelling and Applied Probability
Number of Pages
308
Place of Publication
New York, NY, United States
ISBN
9781461260530
SKU
V9781461260530
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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