Controlled Diffusion Processes - Softcover

Krylov, N. V.

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9783540895596: Controlled Diffusion Processes
Softcover
ISBN 10: 3540895590 ISBN 13: 9783540895596
Publisher: Springer, 2009

This specific ISBN edition is currently not available.

Synopsis

This book covers the optimal control of solutions of fully observable Ito-type stochastic differential equations. It proves the validity of the Bellman differential equation for payoff functions and develops rules for optimal control strategies.

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Publisher
Springer
Publication date
2009
Language
English
ISBN 10 
3540895590
ISBN 13 
9783540895596
Binding
Paperback
Number of pages
324
Rating
  • 4.00 out of 5 stars
    5 ratings by Goodreads

Other Popular Editions of the Same Title

9783540709138: Controlled Diffusion Processes (Stochastic Modelling and Applied Probability, 14)

Featured Edition

ISBN 10:  3540709134 ISBN 13:  9783540709138
Publisher: Springer, 2008
Softcover