Code: 01385610
Stochastic Controls
by ong Jiongmin, hou Xun Yu
The maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. These approaches have been developed independently. The theme of this book is to unify these two approach ... more
- Language:
English - Binding: Hardback
- Number of pages: 439
Publisher: Springer, Berlin, 1999
- More about this
183.06 €
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Book synopsis
The maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. These approaches have been developed independently. The theme of this book is to unify these two approaches, and to demonstrate that the viscosity solution theory provides the framework to unify them.
Book details
Book category Books in English Mathematics & science Mathematics Applied mathematics
183.06 €
- Full title: Stochastic Controls
- Subtitle: Hamiltonian Systems and HJB Equations
- Author: ong Jiongmin, hou Xun Yu
- Language: English
- Binding: Hardback
- Number of pages: 439
- EAN: 9780387987231
- ISBN: 0387987231
- ID: 01385610
- Publisher: Springer, Berlin
- Weight: 860 g
- Dimensions: 234 × 156 × 25 mm
- Published: 1999
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