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Controlled Markov Processes And Viscosity Solutions
idioma: inglês
Editor:
SPRINGER-VERLAG NEW YORK INC., novembro de 2005 ‧
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SINOPSE
Presents an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. This title covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9780387260457 |
| Editor: | SPRINGER-VERLAG NEW YORK INC. |
| Data de Lançamento: | novembro de 2005 |
| Idioma: | Inglês |
| Encadernação: | Capa dura |
| Páginas: | 429 |
| Tipo de produto: | Livro |
| Coleção: | Stochastic Modelling And Applied Probability |
| Classificação Temática: |
Livros em Inglês
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Ciências Exatas e Naturais
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Matemática
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| EAN: | 9780387260457 |
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