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Controlled Diffusion Processes eBook
language: english
Publisher:
Springer Berlin Heidelberg, September of 2008 ‧
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118,59€
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IMMEDIATE AVAILABILITY
Ebook for ADE
SYNOPSIS
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.
DETAILS
| 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 |
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