Descrição
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.
Detalhes do Livro
Formato
Brochura
Páginas
322 páginas
Idioma
Inglês
Publicado
out 15, 2008
Editora
Springer
ISBN-10
3540709134
ISBN-13
9783540709138