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Stochastic Controls: Hamiltonian Systems and Hjb Equations

Stochastic Controls: Hamiltonian Systems and Hjb Equations - Paperback

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Product Details
Author:
Jiongmin Yong
Publisher:
Springer
Publication Date:
Sep 27, 2012
Number of pages:
439 pages
Binding:
Paperback or Softback
ISBN-10:
1461271541
ISBN-13:
9781461271543

Overview

This monograph unifies the two key approaches in solving optimal control problems. The book will be of interest to researchers and graduate students in applied probability, control engineering, and econometrics.


  • | Author: Jiongmin Yong
  • | Publisher: Springer
  • | Publication Date: Sep 27, 2012
  • | Number of Pages: 439 pages
  • | Binding: Paperback or Softback
  • | ISBN-10: 1461271541
  • | ISBN-13: 9781461271543

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