On a stochastic control problem with terminal state constraints - Softcover
In this book, dynamical systems subject to some random perturbations which can be controlled are studied in order to optimize some performance criteria. A stochastic control problem in both finite and infinite time interval with terminal state constraint is formulated. The formulated stochastic control problem is solved using the dynamic programming principle for continuous Markov processes and also the maximum principle using the Hamilton-Jacobi-Bellman (HJB) equations.
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About the Author:
Edward T. Chiyaka, MSc, BSc Hons. Mathematics, University of Zimbabwe.Currently Lecturer at the National University of Science and Technology, Department of Applied Mathematics, Zimbabwe
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- PublisherLAP LAMBERT Academic Publishing
- Publication date2013
- ISBN 10 3659358142
- ISBN 13 9783659358142
- BindingPaperback
- Number of pages60
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On a stochastic control problem with terminal state constraints
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On a stochastic control problem with terminal state constraints
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Book Description Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In this book, dynamical systems subject to some random perturbations which can be controlled are studied in order to optimize some performance criteria. A stochastic control problem in both finite and infinite time interval with terminal state constraint is formulated. The formulated stochastic control problem is solved using the dynamic programming principle for continuous Markov processes and also the maximum principle using the Hamilton-Jacobi-Bellman (HJB) equations. 60 pp. Englisch. Seller Inventory # 9783659358142
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On a stochastic control problem with terminal state constraints
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On a stochastic control problem with terminal state constraints
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Book Description Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In this book, dynamical systems subject to some random perturbations which can be controlled are studied in order to optimize some performance criteria. A stochastic control problem in both finite and infinite time interval with terminal state constraint is formulated. The formulated stochastic control problem is solved using the dynamic programming principle for continuous Markov processes and also the maximum principle using the Hamilton-Jacobi-Bellman (HJB) equations. Seller Inventory # 9783659358142
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On a stochastic control problem with terminal state constraints
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Book Description Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Chiyaka Edward TafumaneyiEdward T. Chiyaka, MSc, BSc Hons. Mathematics, University of Zimbabwe.Currently Lecturer at the National University of Science and Technology, Department of Applied Mathematics, ZimbabweIn this book, dyna. Seller Inventory # 5150871
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