Seierstad, Atle
Stochastic Control in Discrete and Continuous Time
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
Nyckelord: Mathematics, Probability Theory and Stochastic Processes, Game Theory/Mathematical Methods, Calculus of Variations and Optimal Control, Optimization, Systems Theory, Control
- Författare
- Seierstad, Atle
- Utgivare
- Springer
- Utgivningsår
- 2009
- Språk
- en
- Utgåva
- 1
- Sidantal
- 9 sidor
- Kategori
- Naturvetenskaper
- Format
- E-bok
- eISBN (PDF)
- 9780387766171
