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Controlled Diffusion Processes eBook

by N. V. Krylov
language: english
Publisher: Springer Berlin Heidelberg, September of 2008 ‧
118,59€
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Ebook for ADE
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.

Controlled Diffusion Processes

by N. V. Krylov

Property Description
ISBN: 9783540709145
Publisher: Springer Berlin Heidelberg
Release Date: September of 2008
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Stochastic Modelling And Applied Probability
Categories: eBooks in English > Computing > Operating Systems and Networks
EAN: 9783540709145