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On a stochastic control problem with terminal state constraints

Edward Tafumaneyi Chiyaka

ISBN 10: 3659358142 / ISBN 13: 9783659358142
Published by LAP LAMBERT Academic Publishing
New Condition: New Paperback
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Paperback. 60 pages. Dimensions: 8.7in. x 5.9in. x 0.1in.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. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Bookseller Inventory # 9783659358142

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Title: On a stochastic control problem with ...

Publisher: LAP LAMBERT Academic Publishing

Binding: Paperback

Book Condition:New

Book Type: Paperback

About this title

Synopsis:

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.

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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