Kód: 02016234
Stochastic Controls, 1
Autor Jiongmin Yong, Xun Yu Zhou
This book unifies the maximum principle and dynamic programming, the two most commonly used approaches in solving optimal control problems. The author shows that the viscosity solution theory provides the unifying framework. ... celý popis
- Jazyk:
Angličtina - Väzba: Brožovaná
- Počet strán: 439
Nakladateľ: Springer, Berlin, 2012
- Viac informácií o knihe
218.84 €
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Viac informácií o knihe Stochastic Controls, 1
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Anotácia knihy
This book unifies the maximum principle and dynamic programming, the two most commonly used approaches in solving optimal control problems. The author shows that the viscosity solution theory provides the unifying framework.
Parametre knihy
Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Probability & statistics
218.84 €
- Celý názov: Stochastic Controls, 1
- Podnázov: Hamiltonian Systems and HJB Equations
- Autor: Jiongmin Yong, Xun Yu Zhou
- Jazyk: Angličtina
- Väzba: Brožovaná
- Počet strán: 439
- EAN: 9781461271543
- ISBN: 1461271541
- ID: 02016234
- Nakladateľ: Springer, Berlin
- Hmotnosť: 706 g
- Rozmery: 235 × 155 × 25 mm
- Dátum vydania: 27. September 2012
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