Tell your friends about this item:
Stochastic Control of Hereditary Systems and Applications - Stochastic Modelling and Applied Probability Mou-Hsiung Chang Softcover reprint of hardcover 1st ed. 2008 edition
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.
426 pages, black & white illustrations
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | November 23, 2010 |
| ISBN13 | 9781441926050 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 406 |
| Dimensions | 155 × 235 × 22 mm · 594 g |
| Language | English |