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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
| Media | Böcker Inbunden Bok (Inbunden bok med hårda pärmar och skyddsomslag) |
| Releasedatum | 12 november 1980 |
| ISBN13 | 9780387904610 |
| Utgivare | Springer-Verlag New York Inc. |
| Antal sidor | 320 |
| Mått | 155 × 235 × 19 mm · 630 g |
| Språk | Engelska |
| Översättare | Aries, A. B. |
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