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Stochastic Differential Inclusions and Applications
Stochastic Differential Inclusions and Applications further develops the theory of stochastic functional inclusions and their applications. This self-contained volume is designed to systematically introduce the reader from the very beginning to new methods of the stochastic optimal control theory. T...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer New York : Imprint: Springer,
2013.
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| Edición: | 1st ed. 2013. |
| Colección: | Springer Optimization and Its Applications,
80 |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Preface
- List of Symbols
- 1. Stochastic Processes
- 2. Set-Valued Stochastic Processes
- 3. Set-Valued Stochastic Intergrals
- 4. Stochastic Differential Inclusions
- 5.Viability Theory
- 6. Partial Differential Inclusions
- 7. Some Optimal Control Problems
- Bibliography
- Subject Index.