Jiongmin Yong

(Author)

Stochastic Controls: Hamiltonian Systems and Hjb Equations (1999)Hardcover - 1999, 22 June 1999

Stochastic Controls: Hamiltonian Systems and Hjb Equations (1999)
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Part of Series
Stochastic Modelling and Applied Probability
Part of Series
Applications of Mathematics
Print Length
439 pages
Language
English
Publisher
Springer
Date Published
22 Jun 1999
ISBN-10
0387987231
ISBN-13
9780387987231

Description

This monograph unifies the two key approaches in solving optimal control problems. The book will be of interest to researchers and graduate students in applied probability, control engineering, and econometrics.

Product Details

Authors:
Jiongmin YongXun Yu Zhou
Book Edition:
1999
Book Format:
Hardcover
Country of Origin:
US
Date Published:
22 June 1999
Dimensions:
24.26 x 16.1 x 2.59 cm
ISBN-10:
0387987231
ISBN-13:
9780387987231
Language:
English
Location:
New York, NY
Pages:
439
Publisher:
Weight:
743.89 gm

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