ISBN 9783540709138,Controlled Diffusion Processes

Controlled Diffusion Processes

Rs3797 Rs5421 30% OFF

Availability: Out of Stock

(Free Delivery)

We Accept
ISBN 9783540709138
Check delivery information
 
ISBN 9783540709138
Publisher

Ingram Publisher Services

Publication Year 2008
ISBN-13

ISBN 9783540709138

ISBN-10 3540709134
Binding

Paperback

Edition 1st ed. 1980. 2nd printing 200
Number of Pages 324 Pages
Subject

Applied mathematics

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.
Scroll