This book covers the optimal control of solutions of fully observable Ito-type stochastic differential equations. It proves the validity of the Bellman differential equation for payoff functions and develops rules for optimal control strategies.
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This book covers the optimal control of solutions of fully observable Ito-type stochastic differential equations. It proves the validity of the Bellman differential equation for payoff functions and develops rules for optimal control strategies.
Read Less
Add this copy of Controlled Diffusion Processes (Stochastic Modelling to cart. $82.26, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2008 by Springer.
Add this copy of Controlled Diffusion Processes (Stochastic Modelling to cart. $122.68, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1980 by Springer.
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Add this copy of Controlled Diffusion Processes (Stochastic Modelling to cart. $177.06, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1980 by Springer.
Add this copy of Controlled Diffusion Processes (Stochastic Modelling to cart. $208.46, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2011 by Springer.
