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Stochastic Control of Hereditary Systems and Applications (Paperback, Softcover reprint of hardcover 1st ed. 2008) Loot Price: R3,060
Discovery Miles 30 600
Stochastic Control of Hereditary Systems and Applications (Paperback, Softcover reprint of hardcover 1st ed. 2008): Mou-Hsiung...

Stochastic Control of Hereditary Systems and Applications (Paperback, Softcover reprint of hardcover 1st ed. 2008)

Mou-Hsiung Chang

Series: Stochastic Modelling and Applied Probability, 59

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Loot Price R3,060 Discovery Miles 30 600 | Repayment Terms: R287 pm x 12*

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This 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 reference for those 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: November 2010
First published: 2008
Authors: Mou-Hsiung Chang
Dimensions: 235 x 155 x 22mm (L x W x T)
Format: Paperback
Pages: 406
Edition: Softcover reprint of hardcover 1st ed. 2008
ISBN-13: 978-1-4419-2605-0
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
Books > Professional & Technical > Electronics & communications engineering > Electronics engineering > Automatic control engineering > General
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LSN: 1-4419-2605-4
Barcode: 9781441926050

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