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Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 7-12 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability. N° de réf. du vendeur CBS 9783540709138
This book deals with the optimal control of solutions of fully observable Itô-type stochastic differential equations. The validity of the Bellman differential equation for payoff functions is proved and rules for optimal control strategies are developed. Topics include optimal stopping; one dimensional controlled diffusion; the Lp-estimates of stochastic integral distributions; the existence theorem for stochastic equations; the Itô formula for functions; and the Bellman principle, equation, and normalized equation.
Présentation de l'éditeur: This book deals with the optimal control of solutions of fully observable Itô-type stochastic differential equations. The validity of the Bellman differential equation for payoff functions is proved and rules for optimal control strategies are developed. Topics include optimal stopping; one dimensional controlled diffusion; the Lp-estimates of stochastic integral distributions; the existence theorem for stochastic equations; the Itô formula for functions; and the Bellman principle, equation, and normalized equation.
Titre : CONTROLLED DIFFUSION PROCESSES (PB 1980)
Éditeur : SP SPRINGER
Date d'édition : 1980
Reliure : Couverture souple
Etat : New
Edition : Edition internationale
Vendeur : Basi6 International, Irving, TX, Etats-Unis
Etat : Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. N° de réf. du vendeur ABEOCT25-242933
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Vendeur : UK BOOKS STORE, London, LONDO, Royaume-Uni
Etat : New. Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 7-12 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability. N° de réf. du vendeur CVS 9783540709138
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Vendeur : ALLBOOKS1, Direk, SA, Australie
Brand new book. Fast ship. Please provide full street address as we are not able to ship to P O box address. N° de réf. du vendeur SHAK242933
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Vendeur : Majestic Books, Hounslow, Royaume-Uni
Etat : New. pp. 324 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. N° de réf. du vendeur 7374025
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Vendeur : Books Puddle, New York, NY, Etats-Unis
Etat : New. pp. 324. N° de réf. du vendeur 26473878
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Vendeur : moluna, Greven, Allemagne
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Includes supplementary material: sn.pub/extrasStochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. ~urin~ that period an extensive literature ap. N° de réf. du vendeur 4899075
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Vendeur : preigu, Osnabrück, Allemagne
Taschenbuch. Etat : Neu. Controlled Diffusion Processes | N. V. Krylov | Taschenbuch | xii | Englisch | 2008 | Springer | EAN 9783540709138 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. N° de réf. du vendeur 101744000
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Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Vendeur : Chiron Media, Wallingford, Royaume-Uni
PF. Etat : New. N° de réf. du vendeur 6666-IUK-9783540709138
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Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
Etat : New. N° de réf. du vendeur ABLIING23Mar3113020175347
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