Descrizione
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.
Dettagli del libro
Formato
Brossura
Pagine
322 pagine
Lingua
Inglese
Pubblicato
ott 15, 2008
Editore
Springer
ISBN-10
3540709134
ISBN-13
9783540709138