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