HOME | BESTSELLERS | NEW RELEASES | PRICE WATCH | FICTION | BIOGRAPHIES | E-BOOKS |
Stochastic Control of Hereditary Systems and Applications (Stochastic Modelling and Applied Probability) Book
* Excludes Voucher Code Discount Also available Used from £N/A
-
Product Description
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. These equations represent a class of stochastic infinite-dimensional systems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering and economics/finance. This monograph can be used as a reference for those who have special interest in optimal control theory and applications of stochastic hereditary systems.
- 0387758054
- 9780387758053
- Mou-Hsiung Chang
- 15 February 2008
- Springer
- Hardcover (Book)
- 406
- 1
Would you like your name to appear with the review?
We will post your book review within a day or so as long as it meets our guidelines and terms and conditions. All reviews submitted become the licensed property of www.find-book.co.uk as written in our terms and conditions. None of your personal details will be passed on to any other third party.
All form fields are required.