Kód: 02016234
Stochastic Controls, 1
Autor Jiongmin Yong, Xun Yu Zhou
This book unifies the maximum principle and dynamic programming, the two most commonly used approaches in solving optimal control problems. The author shows that the viscosity solution theory provides the unifying framework. ... celý popis
- Jazyk:
Angličtina - Vazba: Brožovaná
- Počet stran: 439
Nakladatelství: Springer, Berlin, 2012
- Více informací o knize
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Anotace knihy
This book unifies the maximum principle and dynamic programming, the two most commonly used approaches in solving optimal control problems. The author shows that the viscosity solution theory provides the unifying framework.
Parametry knihy
Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Probability & statistics
4237 Kč
- Plný název: Stochastic Controls, 1
- Podnázev: Hamiltonian Systems and HJB Equations
- Autor: Jiongmin Yong, Xun Yu Zhou
- Jazyk: Angličtina
- Vazba: Brožovaná
- Počet stran: 439
- EAN: 9781461271543
- ISBN: 1461271541
- ID: 02016234
- Nakladatelství: Springer, Berlin
- Hmotnost: 706 g
- Rozměry: 235 × 155 × 25 mm
- Datum vydání: 27. September 2012
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