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Stochastic Control of Hereditary Systems and Applications 2024 pdf epub mobi 电子书

Stochastic Control of Hereditary Systems and Applications
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发表于2024-11-20

Stochastic Control of Hereditary Systems and Applications 2024 pdf epub mobi 电子书

Stochastic Control of Hereditary Systems and Applications 2024 pdf epub mobi 电子书

Stochastic Control of Hereditary Systems and Applications 2024 pdf epub mobi 电子书


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出版者:
作者:Chang, Mou-Hsiung
出品人:
页数:428
译者:
出版时间:2008-1
价格:$ 145.77
装帧:
isbn号码:9780387758053
丛书系列:

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Stochastic Control of Hereditary Systems and Applications 2024 pdf epub mobi 电子书 图书描述

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.

Stochastic Control of Hereditary Systems and Applications 2024 pdf epub mobi 电子书
Stochastic Control of Hereditary Systems and Applications 2024 pdf epub mobi 电子书
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Stochastic Control of Hereditary Systems and Applications 2024 pdf epub mobi 电子书

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