Non-Fiction Books:

Stochastic Control of Hereditary Systems and Applications

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Stochastic Control of Hereditary Systems and Applications by Mou-Hsiung Chang
$361.99
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Description

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. These equations represent a class of stochastic infinite-dimensional systems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering and economics/finance. This monograph can be used as a reference for those who have special interest in optimal control theory and applications of stochastic hereditary systems.
Release date NZ
January 23rd, 2008
Country of Publication
United States
Edition
2008 ed.
Illustrations
XVIII, 406 p.
Imprint
Springer-Verlag New York Inc.
Pages
406
Dimensions
156x234x23
ISBN-13
9780387758053
Product ID
2062894

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