Controlled Diffusion Processes 2024 pdf epub mobi 电子书
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发表于2024-12-04
Controlled Diffusion Processes 2024 pdf epub mobi 电子书
Controlled Diffusion Processes 2024 pdf epub mobi 电子书
Controlled Diffusion Processes 2024 pdf epub mobi 电子书
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出版者:Springer
作者:Nikolai Vladimirovich Krylov
出品人:
页数:310
译者:A.B. Aries
出版时间:2008-11-21
价格:USD 89.99
装帧:Paperback
isbn号码:9783540709138
丛书系列:
图书标签: 工具书 math
Controlled Diffusion Processes 2024 pdf epub mobi 电子书 图书描述
This book deals with the optimal control of solutions of fully observable Itô-type stochastic differential equations. The validity of the Bellman differential equation for payoff functions is proved and rules for optimal control strategies are developed.
Topics include optimal stopping; one dimensional controlled diffusion; the Lp-estimates of stochastic integral distributions; the existence theorem for stochastic equations; the Itô formula for functions; and the Bellman principle, equation, and normalized equation.
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