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Stochastic Controls: Hamiltonian Systems and Hjb Equations (1999)

by Yong, Jiongmin

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Description

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.

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Product Details

  • Springer Brand
  • Jun 22, 1999 Pub Date:
  • 0387987231 ISBN-10:
  • 9780387987231 ISBN-13:
  • 461.0 pages Hardcover
  • English Language
  • 9.55 in * 1.02 in * 6.34 in Dimensions:
  • 2 lb Weight: