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Stochastic Controls: Hamiltonian Systems and Hjb Equations

Stochastic Controls: Hamiltonian Systems and Hjb Equations

Paperback

Series: Stochastic Modelling and Applied Probability, Book 43

General GardeningProbability & Statistics

ISBN10: 1461271541
ISBN13: 9781461271543
Publisher: Springer Nature
Published: Sep 27 2012
Pages: 439
Weight: 1.42
Height: 0.94 Width: 6.14 Depth: 9.21
Language: English
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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