Stochastic Controls: Hamiltonian Systems and Hjb Equations - Stochastic Modelling and Applied Probability - J-.m. Yong - Books - Springer-Verlag New York Inc. - 9780387987231 - June 22, 1999
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J-.m. Yong
Stochastic Controls: Hamiltonian Systems and Hjb Equations - Stochastic Modelling and Applied Probability 1999 edition

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This book unifies the maximum principle and dynamic programming, the two most commonly used approaches in solving optimal control problems. The author shows that the viscosity solution theory provides the unifying framework.

439 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released June 22, 1999
ISBN13 9780387987231
Publishers Springer-Verlag New York Inc.
Pages 439
Dimensions 156 × 234 × 25 mm   ·   743 g
Language English  

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