Stochastic Controls: Hamiltonian Systems and HJB Equations

Jiongmin Yong, Xun Yu Zhou

ISBN 10: 1461271541 / ISBN 13: 9781461271543

Edité par Springer, 2012

A propos de cet article

**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-16772626366

Détails bibliographiques

• Titre: Stochastic Controls: Hamiltonian Systems and HJB Equations
• Éditeur: Springer
• Date de parution: 2012
• Langue: anglais
• ISBN à 10 chiffres: 1461271541
• ISBN à 13 chiffres: 9781461271543
• Reliure: Soft cover
• Édition: 1st Edition
• État de l'article: New
• État de la jaquette: New

A propos de ce titre

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.