Dynamic Programming Stochastic Control (66 results)
- Hardcover
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Language: English
Published by Wiley-Interscience, 1998
Series: Book 173 of 358 - Wiley Series in Probability and Statistics
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Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:0120932504.
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Language: English
Published by New York San Francisco , Academic Press, 1976
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Hardcover. Condition: Gut. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 93 BER 9780120932504 Sprache: Engl…isch Gewicht in Gramm: 1150.
Language: English
Published by Springer, 2014
Series: Book 4 of 35 - Probability Theory and Stochastic Modelling
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Language: English
Published by Springer, 2016
Series: Book 4 of 35 - Probability Theory and Stochastic Modelling
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Language: English
Published by Springer, 2014
Series: Book 4 of 35 - Probability Theory and Stochastic Modelling
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Language: English
Published by Springer, 2014
Series: Book 4 of 35 - Probability Theory and Stochastic Modelling
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Seller: Books From California, Simi Valley, CA, U.S.A.Books From California
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hardcover. Condition: Very Good. Cover and edges may have some wear.
Language: English
Published by Springer, 2014
Series: Book 4 of 35 - Probability Theory and Stochastic Modelling
- Hardcover
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Language: English
Published by John Wiley & Sons, 1998
Series: Book 173 of 358 - Wiley Series in Probability and Statistics
- Hardcover
Seller: MB Books, Derbyshire, United KingdomMB Books
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Hardcover. Condition: Good. No Jacket. Condition : Good. Former-university library copy with associated library stamps etc. Hard cover, no jacket. 328pp. No annotations or highlighting to text. Photos on request.
Language: English
Published by Wiley & Sons, Incorporated, John, 1982
Series: Book 60 of 358 - Wiley Series in Probability and Statistics
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Seller: Better World Books, Mishawaka, IN, U.S.A.Better World Books
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Language: English
Published by Wiley & Sons, Incorporated, John, 1983
Series: Book 66 of 358 - Wiley Series in Probability and Statistics
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Language: English
Published by Wiley, 1982
Series: Book 60 of 358 - Wiley Series in Probability and Statistics
- Hardcover
Seller: Phatpocket Limited, Waltham Abbey, HERTS, United KingdomPhatpocket Limited
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Condition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.
- Softcover
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Paperback. Condition: Brand New. 414 pages. 9.00x6.00x0.94 inches. In Stock.
Language: English
Published by John Wiley & Sons Ltd, 1983
Series: Book 66 of 358 - Wiley Series in Probability and Statistics
- Hardcover
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germanybooks4less (Versandantiquariat Petra Gros GmbH & Co. KG)
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gebundene Ausgabe. Condition: Gut. 317 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 610.
Language: English
Published by Springer 2014-12-09, 2014
Series: Book 4 of 35 - Probability Theory and Stochastic Modelling
- Hardcover
Seller: Chiron Media, Wallingford, United KingdomChiron Media
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Language: English
Published by John Wiley and Sons, 1982
Series: Book 60 of 358 - Wiley Series in Probability and Statistics
- Hardcover
Seller: Anybook.com, Lincoln, United KingdomAnybook.com
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Condition: Good. Volume 1. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:0471101206….
Language: English
Published by John Wiley and Sons, 1982
Series: Book 60 of 358 - Wiley Series in Probability and Statistics
- Hardcover
Seller: Anybook.com, Lincoln, United KingdomAnybook.com
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Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:0471101206.
Language: English
Published by Springer Japan, 2016
Series: Book 4 of 35 - Probability Theory and Stochastic Modelling
- Softcover
Seller: Buchpark, Trebbin, GermanyBuchpark
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Condition: Sehr gut. Zustand: Sehr gut | Seiten: 268 | Sprache: Englisch | Produktart: Bücher | This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider completely observable control problems…with finite horizons. Using a time discretization we construct a nonlinear semigroup related to the dynamic programming principle (DPP), whose generator provides the Hamilton¿Jacobi¿Bellman (HJB) equation, and we characterize the value function via the nonlinear semigroup, besides the viscosity solution theory. When we control not only the dynamics of a system but also the terminal time of its evolution, control-stopping problems arise. This problem is treated in the same frameworks, via the nonlinear semigroup. Its results are applicable to the American option price problem. Zero-sum two-player time-homogeneous stochastic differential games and viscosity solutions of the Isaacs equations arising from such games are studied via a nonlinear semigroup related to DPP (the min-max principle, to be precise). Using semi-discretization arguments, we construct the nonlinear semigroups whose generators provide lower and upper Isaacs equations. Concerning partially observable control problems, we refer to stochastic parabolic equations driven by colored Wiener noises, in particular, the Zakai equation. The existence and uniqueness of solutions and regularities as well as Itô's formula are stated. A control problem for the Zakai equations has a nonlinear semigroup whose generator provides the HJB equation on a Banach space. The value function turns out to be a unique viscosity solution for the HJB equation under mild conditions. This edition provides a more generalized treatment of the topic than does the earlier book Lectures on Stochastic Control Theory (ISI Lecture Notes 9), where time-homogeneous cases are dealt with. Here, for finite time-horizon control problems, DPP was formulated as aone-parameter nonlinear semigroup, whose generator provides the HJB equation, by using a time-discretization method. The semigroup corresponds to the value function and is characterized as the envelope of Markovian transition semigroups of responses for constant control processes. Besides finite time-horizon controls, the book discusses control-stopping problems in the same frameworks.
Language: English
Published by Springer, 2016
Series: Book 4 of 35 - Probability Theory and Stochastic Modelling
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condition: New. pp. 250.
Language: English
Published by Wiley, 1998
Series: Book 173 of 358 - Wiley Series in Probability and Statistics
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Language: English
Published by Wiley-Interscience, 1998
Series: Book 173 of 358 - Wiley Series in Probability and Statistics
- Hardcover
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Language: English
Published by Wiley-Interscience, 1998
Series: Book 173 of 358 - Wiley Series in Probability and Statistics
- Hardcover
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Language: English
Published by Wiley-Interscience, 1998
Series: Book 173 of 358 - Wiley Series in Probability and Statistics
- Hardcover
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Language: English
Published by Wiley-Interscience, 1998
Series: Book 173 of 358 - Wiley Series in Probability and Statistics
- Hardcover
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Language: English
Published by Springer, 2014
Series: Book 4 of 35 - Probability Theory and Stochastic Modelling
- Hardcover
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Language: English
Published by Springer, 2014
Series: Book 4 of 35 - Probability Theory and Stochastic Modelling
- Hardcover
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Published by Springer, 2016
Series: Book 4 of 35 - Probability Theory and Stochastic Modelling
- Softcover
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Taschenbuch. Condition: Neu. Stochastic Control Theory | Dynamic Programming Principle | Makiko Nisio | Taschenbuch | Probability Theory and Stochastic Modelling | xv | Englisch | 2016 | Springer | EAN 9784431564089 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartma…nn[at]springer[dot]com | Anbieter: preigu.
Language: English
Published by Wiley-Interscience, 1998
Series: Book 173 of 358 - Wiley Series in Probability and Statistics
- Hardcover
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