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Stochastic Control of Hereditary Systems and Applications - Stochastic Modelling and Applied Probability Mou-Hsiung Chang 2008 edition
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Stochastic Control of Hereditary Systems and Applications - Stochastic Modelling and Applied Probability
Mou-Hsiung Chang
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.
428 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | January 23, 2008 |
| ISBN13 | 9780387758053 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 406 |
| Dimensions | 155 × 235 × 23 mm · 698 g |
| Language | English |
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