Stochastic Control of Hereditary Systems and Applications 2024 pdf epub mobi 電子書 下載

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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 電子書 下載

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發表於2024-07-08

Stochastic Control of Hereditary Systems and Applications 2024 pdf epub mobi 電子書 下載

Stochastic Control of Hereditary Systems and Applications 2024 pdf epub mobi 電子書 下載

Stochastic Control of Hereditary Systems and Applications 2024 pdf epub mobi 電子書 下載

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Stochastic Control of Hereditary Systems and Applications 2024 pdf epub mobi 電子書 下載

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