Stochastic Control of Hereditary Systems and Applications - Stochastic Modelling and Applied Probability - Mou-Hsiung Chang - Books - Springer-Verlag New York Inc. - 9781441926050 - November 23, 2010
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Stochastic Control of Hereditary Systems and Applications - Stochastic Modelling and Applied Probability Softcover reprint of hardcover 1st ed. 2008 edition

Mou-Hsiung Chang

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Stochastic Control of Hereditary Systems and Applications - Stochastic Modelling and Applied Probability Softcover reprint of hardcover 1st ed. 2008 edition

This monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal control problems for stochastic hereditary differential equations (SHDEs) driven by a standard Brownian motion and with a bounded or an infinite but fading memory.


426 pages, black & white illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 23, 2010
ISBN13 9781441926050
Publishers Springer-Verlag New York Inc.
Pages 406
Dimensions 155 × 235 × 22 mm   ·   594 g
Language English  

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