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Stochastic Control of Hereditary Systems and Applications - Stochastic Modelling and Applied Probability 2008 edition
Mou-Hsiung Chang
Stochastic Control of Hereditary Systems and Applications - Stochastic Modelling and Applied Probability 2008 edition
Mou-Hsiung Chang
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.
428 pages, biography
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | January 23, 2008 |
ISBN13 | 9780387758053 |
Publishers | Springer-Verlag New York Inc. |
Pages | 406 |
Dimensions | 155 × 235 × 23 mm · 698 g |
Language | English |
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