Stochastic controls Hamiltonian systems and HJB equations

Stochastic controls Hamiltonian systems and HJB equations

书目详细资料
主要作者: Yong, J. 1958-
其他作者: Zhou, Xun Yu
格式: 图书
语言:English
出版: New York Springer c1999.
丛编:Applications of mathematics 43
主题:
Stochastic control theory.
Mathematical optimization.
Hamiltonian systems.
Hamilton-Jacobi equations.