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Stochastic Controls|Jiongmin Yong

Stochastic Controls : Hamiltonian Systems and Hjb Equations

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Overview

This monograph unifies the two key approaches in solving optimal control problems. The book will be of interest to researchers and graduate students in applied probability, control engineering, and econometrics.

This item is Non-Returnable

Details

  • ISBN-13: 9780387987231
  • ISBN-10: 0387987231
  • Publisher: Springer
  • Publish Date: June 1999
  • Dimensions: 9.55 x 6.34 x 1.02 inches
  • Shipping Weight: 1.64 pounds
  • Page Count: 439

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