Probability methods for approximations in stochastic control and for elliptic equations /

Mostrar otras versiones (1)

Probability methods for approximations in stochastic control and for elliptic equations.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Kushner, Harold J. (Harold Joseph), 1933-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York : Academic Press, 1977.
Colección:Mathematics in science and engineering ; v. 129.
Temas:
Stochastic control theory.
Differential equations, Elliptic.
Approximation theory.
Probabilities.
Control theory.
Probability
Théorie de la commande.
Théorie de l'approximation.
Probabilités.
Équations différentielles elliptiques.
Commande stochastique.
probability.
MATHEMATICS > Probability & Statistics > General.
Approximation
Elliptische Differentialgleichung
Stochastische Approximation
Stochastische Kontrolltheorie
Commande, Théorie de la.
Stochastic processes > Probability methods
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Front Cover; Probability Methods for Approximations in Stochastic Control and for Elliptic Equations; Copyright Page; Contents; Preface; Acknowledgments; Chapter 1. Probability Background; Chapter 2. Weak Convergence of Probability Measures; Chapter 3. Markov Chains and Control Problems with Markov Chain Models; Chapter 4. Elliptic and Parabolic Equations and Functionals of Diffusions; Chapter 5. A Simple Application of the Invariance Theorems; Chapter 6. Elliptic Equations and Uncontrolled Diffusions; Chapter 7. Approximations for Parabolic Equations and Nonlinear Filtering Problems.

Ejemplares similares