Stochastic Control of Hereditary Systems and Applications

Stochastic Control of Hereditary Systems and Applications

This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class of optimal control problems for stochastic hereditary differential systems. It is driven by a standard Brownian motion and with a bounded memory or an infinite but fading memor...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή:	SpringerLink (Online service)
Άλλοι συγγραφείς:	Chang, Mou-Hsiung (Επιμελητής έκδοσης)
Μορφή:	Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:	English
Έκδοση:	New York, NY : Springer New York, 2008.
Σειρά:	Stochastic Modelling and Applied Probability, 59
Θέματα:	Mathematics. Partial differential equations. Probabilities. Statistics. Control engineering. Robotics. Mechatronics. Probability Theory and Stochastic Processes. Partial Differential Equations. Control, Robotics, Mechatronics. Statistical Theory and Methods.
Διαθέσιμο Online:	Full Text via HEAL-Link

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