This monograph unifies the two key approaches in solving optimal control problems. The book will be of interest to researchers and graduate students in applied probability, control engineering, and econometrics.

Recensione:

From the reviews:

SIAM REVIEW

"The presentation of this book is systematic and self-contained...Summing up, this book is a very good addition to the control literature, with original features not found in other reference books. Certain parts could be used as basic material for a graduate (or postgraduate) course...This book is highly recommended to anyone who wishes to study the relationship between Pontryagin’s maximum principle and Bellman’s dynamic programming principle applied to diffusion processes."

MATHEMATICS REVIEW

This is an authoratative book which should be of interest to researchers in stochastic control, mathematical finance, probability theory, and applied mathematics. Material out of this book could also be used in graduate courses on stochastic control and dynamic optimization in mathematics, engineering, and finance curricula. Tamer Basar, Math. Review

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Descrizione libreria

Quality books, speedy shipping, and great customer service! Please note that used items may not include access codes or cards, CD's or other accessories, regardless of what is stated in item title. If you need to guarantee that these items are included, please purchase a brand new copy.

Visita la pagina della libreria

Informazioni sull?azienda del venditore

J2B Holdings, LLC
13770 NOEL RD, #803600, Dallas, TX, 75240, U.S.A.

Condizioni di vendita:

We guarantee the condition of every book as it's described on the AbeBooks web
sites. Please note that used items may not include access codes or cards, CD's
or other accessories, regardless of what is stated in item title. If you need to
guarantee that these items are included, please purchase a brand new copy.

All requests for refunds and/or returns will be processed in accordance with
AbeBooks policies. If you're dissatisfied with your purchase (Incorrect Book/Not
as Described/Damaged) or if ...

Ulteriori informazioni

Condizioni di spedizione:

Books ordered via expedited shipping should arrive between 2 and 7 business days after shipment confirmation. Books ordered via standard shipping should arrive between 4 and 14 business days after shipment confirmation.

Metodi di pagamento
accettati dalla libreria

Aggiungi ai desiderata

Articoli correlati a Stochastic Controls: Hamiltonian Systems and HJB Equations...

Stochastic Controls: Hamiltonian Systems and HJB Equations (Stochastic Modelling and Applied Probability)

Yong, Jiongmin; Zhou, Xun Yu

Nuovi - Brossura

Informazioni sull?azienda del venditore