Stochastic Control Theory Dynamic Programming Principle /

• Κύριος συγγραφέας: Nisio, Makiko (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Tokyo : Springer Japan : Imprint: Springer, 2015.
• Έκδοση: 2nd ed. 2015.
• Σειρά: Probability Theory and Stochastic Modelling, 72
• Θέματα: Mathematics.; Functional analysis.; Partial differential equations.; Probabilities.; Probability Theory and Stochastic Processes.; Functional Analysis.; Partial Differential Equations.

This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider completely observable control problems with finite horizons. Using a time discretization we construct a n...