Beschrijving
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.
Boekdetails
Formaat
Paperback
Pagina's
322 pagina's
Taal
Engels
Gepubliceerd
okt. 15, 2008
Uitgever
Springer
ISBN-10
3540709134
ISBN-13
9783540709138