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Stochastic Control of Hereditary Systems and Applications (Hardcover, 2008 ed.) Loot Price: R2,857
Discovery Miles 28 570
Repayment Terms: R268 pm x 12*
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Stochastic Control of Hereditary Systems and Applications (Hardcover, 2008 ed.): Mou-Hsiung Chang

Stochastic Control of Hereditary Systems and Applications (Hardcover, 2008 ed.)

Mou-Hsiung Chang

Series: Stochastic Modelling and Applied Probability, 59

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Loot Price R2,857 Discovery Miles 28 570 | Repayment Terms: R268 pm x 12*

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This research monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal control problems for stochastic hereditary differential equations (SHDEs) driven by a standard Brownian motion and with a bounded or an infinite but fading memory. These equations represent a class of stochastic infinite-dimensional systems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering and economics/finance. This monograph can be used as a research reference for researchers and advanced graduate students who have special interest in optimal control theory and applications of stochastic hereditary systems.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Stochastic Modelling and Applied Probability, 59
Release date: 2008
First published: 2008
Authors: Mou-Hsiung Chang
Dimensions: 235 x 155 x 23mm (L x W x T)
Format: Hardcover
Pages: 406
Edition: 2008 ed.
ISBN-13: 978-0-387-75805-3
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN: 0-387-75805-4
Barcode: 9780387758053

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