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portada stochastic controls
stochastic controlsstochastic controls
Type
Physical Book
Publisher
Author
Language
English
Pages
438
ISBN
0387987231
ISBN13
9780387987231
Categories

stochastic controls

Yong,Zhou (Author) · Springer · Physical Book

stochastic controls - yong,zhou

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Synopsis "stochastic controls"

the maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. these approaches have been developed independently. the theme of this book is to unify these two approaches, and to demonstrate that the viscosity solution theory provides the framework to unify them.

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