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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer New York : Imprint: Springer,
2008.
|
| Edición: | 1st ed. 2008. |
| Colección: | Stochastic Modelling and Applied Probability,
59 |
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
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| 001 | 978-0-387-75816-9 | ||
| 003 | DE-He213 | ||
| 005 | 20220118030707.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 100301s2008 xxu| s |||| 0|eng d | ||
| 020 | |a 9780387758169 |9 978-0-387-75816-9 | ||
| 024 | 7 | |a 10.1007/978-0-387-75816-9 |2 doi | |
| 050 | 4 | |a QA273.A1-274.9 | |
| 072 | 7 | |a PBT |2 bicssc | |
| 072 | 7 | |a PBWL |2 bicssc | |
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| 072 | 7 | |a PBT |2 thema | |
| 072 | 7 | |a PBWL |2 thema | |
| 082 | 0 | 4 | |a 519.2 |2 23 |
| 100 | 1 | |a Chang, Mou-Hsiung. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Stochastic Control of Hereditary Systems and Applications |h [electronic resource] / |c by Mou-Hsiung Chang. |
| 250 | |a 1st ed. 2008. | ||
| 264 | 1 | |a New York, NY : |b Springer New York : |b Imprint: Springer, |c 2008. | |
| 300 | |a XVIII, 406 p. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Stochastic Modelling and Applied Probability, |x 2197-439X ; |v 59 | |
| 505 | 0 | |a and Summary -- Stochastic Hereditary Differential Equations -- Stochastic Calculus -- Optimal Classical Control -- Optimal Stopping -- Discrete Approximations -- Option Pricing -- Hereditary Portfolio Optimization. | |
| 520 | |a 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 memory. The optimal control problems treated in this book include optimal classical control and optimal stopping with a bounded memory and over finite time horizon. This book can be used as an introduction for researchers and graduate students who have a special interest in learning and entering the research areas in stochastic control theory with memories. Each chapter contains a summary. Mou-Hsiung Chang is a program manager at the Division of Mathematical Sciences for the U.S. Army Research Office. | ||
| 650 | 0 | |a Probabilities. | |
| 650 | 0 | |a Differential equations. | |
| 650 | 0 | |a Control engineering. | |
| 650 | 0 | |a Robotics. | |
| 650 | 0 | |a Automation. | |
| 650 | 0 | |a Statistics . | |
| 650 | 1 | 4 | |a Probability Theory. |
| 650 | 2 | 4 | |a Differential Equations. |
| 650 | 2 | 4 | |a Control, Robotics, Automation. |
| 650 | 2 | 4 | |a Statistical Theory and Methods. |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9780387521510 |
| 776 | 0 | 8 | |i Printed edition: |z 9781441926050 |
| 776 | 0 | 8 | |i Printed edition: |z 9780387758053 |
| 830 | 0 | |a Stochastic Modelling and Applied Probability, |x 2197-439X ; |v 59 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-0-387-75816-9 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||