Описание
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.
Детали книги
Формат
Мягкая обложка
Страницы
322 страниц
Язык
Английский
Опубликовано
окт 15, 2008
Издатель
Springer
ISBN-10
3540709134
ISBN-13
9783540709138