Jiongmin Yong

(Author)

Stochastic Controls: Hamiltonian Systems and Hjb Equations (Softcover Reprint of the Original 1st 1999)Paperback - Softcover Reprint of the Original 1st 1999, 27 September 2012

Name: Stochastic Controls: Hamiltonian Systems and Hjb Equations (Softcover Reprint of the Original 1st 1999)
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ISBN: 1461271541

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Part of Series

Stochastic Modelling and Applied Probability

Print Length

439 pages

Date Published

27 Sep 2012

ISBN-10

1461271541

ISBN-13

9781461271543

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 Yong Xun Yu Zhou

Book Edition:

Softcover Reprint of the Original 1st 1999

Book Format:

Paperback

Country of Origin:

Date Published:

27 September 2012

Dimensions:

23.39 x 15.6 x 2.39 cm

ISBN-10:

1461271541

ISBN-13:

9781461271543

Language:

English

Location:

New York, NY

Pages:

439

Publisher:

Springer

Series:

Stochastic Modelling and Applied Probability

Weight:

644.1 gm

Description

Product Details

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