Stochastic Control of Hereditary Systems and Applications
- Indbinding:
- Hardback
- Sideantal:
- 406
- Udgivet:
- 23. Januar 2008
- Udgave:
- 2008
- Størrelse:
- 234x156x23 mm.
- Vægt:
- 805 g.
Leveringstid:
2-3 uger
Forventet levering: 9. Oktober 2024
Beskrivelse af Stochastic Control of Hereditary Systems and Applications
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.
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