Description
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.
Détails du livre
Format
Broché
Pages
322 pages
Langue
Anglais
Publié
oct. 15, 2008
Éditeur
Springer
ISBN-10
3540709134
ISBN-13
9783540709138