Beskrivning
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.
Bokdetaljer
Format
Pocketbok
Sidor
322 sidor
Språk
Engelska
Publicerad
okt 15, 2008
Förlag
Springer
ISBN-10
3540709134
ISBN-13
9783540709138