Stochastic Control of Hereditary Systems and Applications

Language: English

Published by Springer, Springer Nov 2010, 2010

1441926054 / 9781441926050

Series: Book 16 of 30 - Stochastic Modelling and Applied Probability

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This item is printed on demand - Print on Demand Titel. Neuware -This research monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal control problems for stochastic hereditary differential equations (SHDEs) driven by a standard Brownian motion and with a bounded or an infinite but fading memory. These equations represent a class of stochastic infinite-dimensional systems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering and economics/finance. This monograph covers a very active research area. It can be used as a research reference for researchers and advanced graduate students who have special interest in optimal control theory and applications of stochastic hereditary systems.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 424 pp. Englisch.

Seller Inventory # 9781441926050

Title
Stochastic Control of Hereditary Systems and Applications
Author
Mou-Hsiung Chang
Publisher
Springer, Springer Nov 2010
Publication year
2010
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1441926054
ISBN 13
9781441926050
Item weight
639 grams
Dimensions
235x155x23 mm
Series
Book 16 of 30: Stochastic Modelling and Applied Probability

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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