描述
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.
书籍详情
格式
平装书
页数
322 页
语言
英语
已发布
10月 15, 2008
出版商
Springer
ISBN-10
3540709134
ISBN-13
9783540709138