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Book Categories |
| Preface | ||
| Notation | ||
| Assumption Index | ||
| Problem Index | ||
| Ch. 1 | Basic Stochastic Calculus | 1 |
| Ch. 2 | Stochastic Optimal Control Problems | 51 |
| Ch. 3 | Maximum Principle and Stochastic Hamiltonian Systems | 101 |
| Ch. 4 | Dynamic Programming and HJB Equations | 157 |
| Ch. 5 | The Relationship Between the Maximum Principle and Dynamic Programming | 217 |
| Ch. 6 | Linear Quadratic Optimal Control Problems | 281 |
| Ch. 7 | Backward Stochastic Differential Equations | 345 |
| References | 401 | |
| Index | 433 |
| Price | Condition | Delivery | Seller | Action |
| $147.41 | Digital |
| WonderClub |
James Summers
reviewed Stochastic Controls on January 04, 2009
Stochastic Controls
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Add Stochastic Controls, This book gives a self-contained and systematic exposition of the major optimal control theory for continuous-time stochastic diffusion processes, including the Pontryagin type maximum principle (MP) featuring second-order adjoint equations, the Bellman d, Stochastic Controls to the inventory that you are selling on WonderClubX
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Add Stochastic Controls, This book gives a self-contained and systematic exposition of the major optimal control theory for continuous-time stochastic diffusion processes, including the Pontryagin type maximum principle (MP) featuring second-order adjoint equations, the Bellman d, Stochastic Controls to your collection on WonderClub |
