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Controlled Diffusion Processes - Stochastic Modelling and Applied Probability N. V. Krylov 1980 edition
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Controlled Diffusion Processes - Stochastic Modelling and Applied Probability
N. V. Krylov
This book covers the optimal control of solutions of fully observable Ito-type stochastic differential equations. It proves the validity of the Bellman differential equation for payoff functions and develops rules for optimal control strategies.
320 pages, biography
| Medien | Bücher Gebundenes Buch (Buch mit hartem Rücken und steifem Einband) |
| Erscheinungsdatum | 12. November 1980 |
| ISBN13 | 9780387904610 |
| Verlag | Springer-Verlag New York Inc. |
| Seitenanzahl | 320 |
| Maße | 155 × 235 × 19 mm · 630 g |
| Sprache | Englisch |
| Übersetzer | Aries, A. B. |
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