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Stochastic Controls - Hamiltonian Systems and HJB Equations (Hardcover, 1999 ed.) Loot Price: R3,929
Discovery Miles 39 290
Repayment Terms: R368 pm x 12*
You Save: R230 (6%)
Stochastic Controls - Hamiltonian Systems and HJB Equations (Hardcover, 1999 ed.): Jiongmin Yong, Xun Yu Zhou

Stochastic Controls - Hamiltonian Systems and HJB Equations (Hardcover, 1999 ed.)

Jiongmin Yong, Xun Yu Zhou

Series: Stochastic Modelling and Applied Probability, 43

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List price R4,159 Loot Price R3,929 Discovery Miles 39 290 | Repayment Terms: R368 pm x 12* You Save R230 (6%)

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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.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Stochastic Modelling and Applied Probability, 43
Release date: June 1999
First published: 1999
Authors: Jiongmin Yong • Xun Yu Zhou
Dimensions: 235 x 155 x 25mm (L x W x T)
Format: Hardcover
Pages: 439
Edition: 1999 ed.
ISBN-13: 978-0-387-98723-1
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Economics > Econometrics > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 0-387-98723-1
Barcode: 9780387987231

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