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Seierstad, Atle

Stochastic Control in Discrete and Continuous Time

Seierstad, Atle - Stochastic Control in Discrete and Continuous Time, ebook

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Ebook, PDF with Adobe DRM
ISBN: 9780387766171
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Table of contents

2. Stochastic Control over Discrete Time
Atle Seierstad

3. The HJB Equation for Deterministic Control
Atle Seierstad

4. Piecewise Deterministic Optimal Control Problems
Atle Seierstad

5. Control of Diffusions
Atle Seierstad

6. Appendix: Probability, Concepts, and Results
Atle Seierstad

Keywords: Mathematics, Probability Theory and Stochastic Processes, Game Theory/Mathematical Methods, Calculus of Variations and Optimal Control, Optimization, Systems Theory, Control

Author(s)
Publisher
Springer
Publication year
2009
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9780387766171

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