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.
書籍詳情
格式
平裝書
頁數
322 頁
語言
英語
已出版
Oct 15, 2008
出版商
Springer
ISBN-10
3540709134
ISBN-13
9783540709138