Stochastic Controls: Hamiltonian Systems and HJB Equations (Stochastic Modelling and Applied Probability 43)
Jiongmin Yong, Xun Yu Zhou
The maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. These approaches have been developed independently. The theme of this book is to unify these two approaches, and to demonstrate that the viscosity solution theory provides the framework to unify them.
Kategori:
Tahun:
1999
Edisi:
1
Penerbit:
Springer
Bahasa:
english
Halaman:
465
ISBN 10:
0387987231
ISBN 13:
9780387987231
Nama siri:
Stochastic Modelling and Applied Probability 43
Fail:
PDF, 5.45 MB
IPFS:
,
english, 1999
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