Stochastic Controls: Hamiltonian Systems and Hjb Equations

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.

Author: Jiongmin Yong, Xun Yu Zhou
Publisher: Springer
Published: 06/22/1999
Pages: 439
Binding Type: Hardcover
Weight: 1.64lbs
Size: 9.55h x 6.34w x 1.02d
ISBN: 9780387987231

This title is not returnable