Stochastic controls Hamiltonian systems and HJB equations

Stochastic controls Hamiltonian systems and HJB equations

書目詳細資料
主要作者: Yong, J. (Jiongmin) 1958-
其他作者: Zhou, Xun Yu
格式: 圖書
語言:English
出版: New York Springer c1999.
叢編:Applications of mathematics 43
主題:
Stochastic control theory.
Mathematical optimization.
Hamiltonian systems.
Hamilton-Jacobi equations.