Articles liés à Stochastic Controls: Hamiltonian Systems and Hjb Equations
Synopsis
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.
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- ÉditeurSpringer-Verlag New York Inc.
- Date d'édition1999
- ISBN 10 0387987231
- ISBN 13 9780387987231
- ReliureRelié
- Langueanglais
- Nombre de pages439
- Coordonnées du fabricantnon disponible
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Edition internationale
Stochastic Controls: Hamiltonian Systems and Hjb Equations
Edité par
Secaucus, New Jersey, U.S.A.: Springer Verlag, 1999
ISBN 10 : 0387987231
ISBN 13 : 9780387987231
Neuf
Soft cover
Vendeur : Sizzler Texts, SAN GABRIEL, CA, Etats-Unis
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Soft cover. Etat : New. Etat de la jaquette : New. 1st Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. N° de réf. du vendeur ABE-10731546717
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Edition internationale
Stochastic Controls: Hamiltonian Systems and Hjb Equations
Edité par
Springer, New York, NY, 1999
ISBN 10 : 0387987231
ISBN 13 : 9780387987231
Neuf
Trade paperback
Vendeur : Aideo Books, San Marino, CA, Etats-Unis
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Trade paperback. Etat : New in new dust jacket. First edition. 1999 ed. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Sewn binding. Cloth over boards. 464 p. Contains: Illustrations, black & white. Applications of Mathematics, 43. Audience: General/trade. N° de réf. du vendeur K6030000462
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Stochastic Controls
Edité par
Springer New York, 1999
ISBN 10 : 0387987231
ISBN 13 : 9780387987231
Neuf
Couverture rigide
Vendeur : moluna, Greven, Allemagne
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Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. As is well known, Pontryagin s maximum principle and Bellman s dynamic programming are the two principal and most commonly used approaches in solving stochastic optimal control problems. * An interesting phenomenon one can observe from the literature is tha. N° de réf. du vendeur 5913465
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Stochastic Controls: Hamiltonian Systems and HJB Equations (Stochastic Modelling and Applied Probability, 43)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In English. N° de réf. du vendeur ria9780387987231_new
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Stochastic Controls
Edité par
Springer New York Jun 1999, 1999
ISBN 10 : 0387987231
ISBN 13 : 9780387987231
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic optimal control problems. \* An interesting phenomenon one can observe from the literature is that these two approaches have been developed separately and independently. Since both methods are used to investigate the same problems, a natural question one will ask is the fol lowing: (Q) What is the relationship betwccn the maximum principlc and dy namic programming in stochastic optimal controls There did exist some researches (prior to the 1980s) on the relationship between these two. Nevertheless, the results usually werestated in heuristic terms and proved under rather restrictive assumptions, which were not satisfied in most cases. In the statement of a Pontryagin-type maximum principle there is an adjoint equation, which is an ordinary differential equation (ODE) in the (finite-dimensional) deterministic case and a stochastic differential equation (SDE) in the stochastic case. The system consisting of the adjoint equa tion, the original state equation, and the maximum condition is referred to as an (extended) Hamiltonian system. On the other hand, in Bellman's dynamic programming, there is a partial differential equation (PDE), of first order in the (finite-dimensional) deterministic case and of second or der in the stochastic case. This is known as a Hamilton-Jacobi-Bellman (HJB) equation. 468 pp. Englisch. N° de réf. du vendeur 9780387987231
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Stochastic Controls : Hamiltonian Systems and Hjb Equations
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Stochastic Controls
Edité par
Springer New York, Springer US Jun 1999, 1999
ISBN 10 : 0387987231
ISBN 13 : 9780387987231
Neuf
Couverture rigide
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
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Buch. Etat : Neu. Neuware -As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic optimal control problems. \* An interesting phenomenon one can observe from the literature is that these two approaches have been developed separately and independently. Since both methods are used to investigate the same problems, a natural question one will ask is the fol lowing: (Q) What is the relationship betwccn the maximum principlc and dy namic programming in stochastic optimal controls There did exist some researches (prior to the 1980s) on the relationship between these two. Nevertheless, the results usually werestated in heuristic terms and proved under rather restrictive assumptions, which were not satisfied in most cases. In the statement of a Pontryagin-type maximum principle there is an adjoint equation, which is an ordinary differential equation (ODE) in the (finite-dimensional) deterministic case and a stochastic differential equation (SDE) in the stochastic case. The system consisting of the adjoint equa tion, the original state equation, and the maximum condition is referred to as an (extended) Hamiltonian system. On the other hand, in Bellman's dynamic programming, there is a partial differential equation (PDE), of first order in the (finite-dimensional) deterministic case and of second or der in the stochastic case. This is known as a Hamilton-Jacobi-Bellman (HJB) equation.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 464 pp. Englisch. N° de réf. du vendeur 9780387987231
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Stochastic Controls : Hamiltonian Systems and HJB Equations
Edité par
Springer New York, Springer US, 1999
ISBN 10 : 0387987231
ISBN 13 : 9780387987231
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic optimal control problems. \* An interesting phenomenon one can observe from the literature is that these two approaches have been developed separately and independently. Since both methods are used to investigate the same problems, a natural question one will ask is the fol lowing: (Q) What is the relationship betwccn the maximum principlc and dy namic programming in stochastic optimal controls There did exist some researches (prior to the 1980s) on the relationship between these two. Nevertheless, the results usually werestated in heuristic terms and proved under rather restrictive assumptions, which were not satisfied in most cases. In the statement of a Pontryagin-type maximum principle there is an adjoint equation, which is an ordinary differential equation (ODE) in the (finite-dimensional) deterministic case and a stochastic differential equation (SDE) in the stochastic case. The system consisting of the adjoint equa tion, the original state equation, and the maximum condition is referred to as an (extended) Hamiltonian system. On the other hand, in Bellman's dynamic programming, there is a partial differential equation (PDE), of first order in the (finite-dimensional) deterministic case and of second or der in the stochastic case. This is known as a Hamilton-Jacobi-Bellman (HJB) equation. N° de réf. du vendeur 9780387987231
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Stochastic Controls : Hamiltonian Systems and Hjb Equations
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Stochastic Controls : Hamiltonian Systems and Hjb Equations
Edité par
Springer, 1999
ISBN 10 : 0387987231
ISBN 13 : 9780387987231
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 672760
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