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Controlled Diffusion Processes (Stochastic Modelling And Applied Probability): 14

Controlled Diffusion Processes (Stochastic Modelling And Applied Probability): 14

by N. V. Krylov (Author)

  • New

    Illustrated 2008

    $97.04
Synopsis

This book covers the optimal control of solutions of fully observable Ito-type stochastic differential equations. It proves the validity of the Bellman differential equation for payoff functions and develops rules for optimal control strategies.

$97.04

Quantity

10 in stock

More Information

Format: Illustrated
 Pages: 324
 Edition: 1980
 Publisher: Springer
Published: 15 Oct 2008
ISBN 10: 3540709134
ISBN 13: 9783540709138