Sinossi
This volume aims to provide researchers in the field of stochastic control with a unified exposition of several key issues in controlled diffusions from a probabilistic standpoint. The text also includes an extensive account of existence results based on weak convergence and selection theory, a probabilistic approach to dynamic programming (inclusive of martingale and semigroup approaches), a treatment of the ergodic control problem and the problem of control under partial observations and an introduction to adaptive control.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
