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Stochastic Controls eBook

Hamiltonian Systems And Hjb Equations

by Xun Yu Zhou e Jiongmin Yong
language: english
Publisher: SPRINGER NEW YORK, December of 2012 ‧
211,34€
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Ebook for ADE
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.

Stochastic Controls

Hamiltonian Systems And Hjb Equations

by Xun Yu Zhou e Jiongmin Yong

Property Description
ISBN: 9781461214663
Publisher: SPRINGER NEW YORK
Release Date: December of 2012
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Stochastic Modelling And Applied Probability
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9781461214663