Stochastic Controls: Hamiltonian Systems and Hjb Equations (Hardcover) (ISBN-13: 9780387987231)

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.

Author: Jiongmin Yong, Xun Yu Zhou
ISBN-10: 0387987231
ISBN-13: 9780387987231
Publisher: Springer
Language: English
Published: 06/22/1999
Pages: 439
Format: Hardcover
Weight: 1.64lbs
Size: 9.55h x 6.34w x 1.02d