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Stochastic Controls: Hamiltonian Systems and Hjb Equations

Stochastic Controls: Hamiltonian Systems and Hjb Equations

Hardcover

Series: Stochastic Modelling and Applied Probability, Book 43

Medical ReferenceGeneral MathematicsGeneral Science

ISBN10: 0387987231
ISBN13: 9780387987231
Publisher: Springer Nature
Published: Jun 22 1999
Pages: 439
Weight: 1.64
Height: 1.02 Width: 6.34 Depth: 9.55
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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Medical Reference