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Controlled Diffusion Processes eBook
idioma: inglês
Editor:
Springer Berlin Heidelberg, setembro de 2008 ‧
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118,59€
10% DESCONTO
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DISPONIBILIDADE IMEDIATA
Ebook para ADE
SINOPSE
Deals with the optimal control of solutions of fully observable Ito-type stochastic differential equations. This work proves the validity of the Bellman differential equation for payoff functions and develops the rules for optimal control strategies.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783540709145 |
| Editor: | Springer Berlin Heidelberg |
| Data de Lançamento: | setembro de 2008 |
| Idioma: | Inglês |
| Tipo de produto: | eBook |
| Formato e Compatibilidade: | PDF para ADE |
| Coleção: | Stochastic Modelling And Applied Probability |
| Classificação Temática: |
eBooks em Inglês
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Informática
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Sistemas Operativos e Redes
|
| EAN: | 9783540709145 |
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