Stochastic Control of Hereditary Systems and Applications - Stochastic Modelling and Applied Probability - Mou-Hsiung Chang - Books - Springer-Verlag New York Inc. - 9780387758053 - January 23, 2008
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Stochastic Control of Hereditary Systems and Applications - Stochastic Modelling and Applied Probability 2008 edition

Mou-Hsiung Chang

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Stochastic Control of Hereditary Systems and Applications - Stochastic Modelling and Applied Probability 2008 edition

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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