Descripción
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.
Detalles del libro
Formato
Tapa blanda
Páginas
322 páginas
Idioma
Inglés
Publicado
oct. 15, 2008
Editorial
Springer
ISBN-10
3540709134
ISBN-13
9783540709138