Stochastic Control of Hereditary Systems and Applications: 59 (Stochastic Modelling and Applied Probability) - Tapa dura

Chang, Mou-Hsiung

 
9780387758053: Stochastic Control of Hereditary Systems and Applications: 59 (Stochastic Modelling and Applied Probability)
Tapa dura
ISBN 10: 0387758054 ISBN 13: 9780387758053
Editorial: Springer, 2008

Sinopsis

This 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 can be used as a reference for those who have special interest in optimal control theory and applications of stochastic hereditary systems.

"Sinopsis" puede pertenecer a otra edición de este libro.

De la contraportada

This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class of optimal control problems for stochastic hereditary differential systems. It is driven by a standard Brownian motion and with a bounded memory or an infinite but fading memory.

The optimal control problems treated in this book include optimal classical control and optimal stopping with a bounded memory and over finite time horizon.

This book can be used as an introduction for researchers and graduate students who have a special interest in learning and entering the research areas in stochastic control theory with memories. Each chapter contains a summary.

Mou-Hsiung Chang is a program manager at the Division of Mathematical Sciences for the U.S. Army Research Office.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2008
Idioma
Inglés
ISBN 10 
0387758054
ISBN 13 
9780387758053
Encuadernación
Tapa dura
Número de páginas
428
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Alemania

Otras ediciones populares con el mismo título

9781441926050: Stochastic Control of Hereditary Systems and Applications: 59 (Stochastic Modelling and Applied Probability)

Edición Destacada

ISBN 10:  1441926054 ISBN 13:  9781441926050
Editorial: Springer, 2010
Tapa blanda