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

Stochastic Controls: Hamiltonian Systems and Hjb Equations (Softcover Reprint of the Original 1st 1999)
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Part of Series
Stochastic Modelling and Applied Probability
Print Length
439 pages
Language
English
Publisher
Springer
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

Book Edition:
Softcover Reprint of the Original 1st 1999
Book Format:
Paperback
Country of Origin:
NL
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:
Weight:
644.1 gm