Stochastic Controls, 1 / Najlacnejšie knihy
Stochastic Controls, 1

Code: 02016234

Stochastic Controls, 1

by Jiongmin Yong, Xun Yu Zhou

This book unifies the maximum principle and dynamic programming, the two most commonly used approaches in solving optimal control problems. The author shows that the viscosity solution theory provides the unifying framework. ... more

184.61

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Book synopsis

This book unifies the maximum principle and dynamic programming, the two most commonly used approaches in solving optimal control problems. The author shows that the viscosity solution theory provides the unifying framework.

Book details

Book category Books in English Mathematics & science Mathematics Probability & statistics

184.61

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