Stochastic control by functional analysis methods /

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Bensoussan, Alain
Format: Electronic eBook
Language:Inglés
Published: Amsterdam ; New York : New York : North-Holland Pub. Co. ; Sole distributors for the U.S.A. and Canada, Elsevier North-Holland, 1982.
Series:Studies in mathematics and its applications ; v. 11.
Subjects:
Stochastic control theory.
Commande stochastique.
TECHNOLOGY & ENGINEERING > Automation.
TECHNOLOGY & ENGINEERING > Robotics.
Stochastic control theory
Commande, th�eorie de la.
Analyse stochastique.
Stochastic control theory > Applications of functional analysis
Online Access:Texto completo
Texto completo
Texto completo
Table of Contents:
  • Front Cover; Stochastic Control by Functional Analysis Methods; Copyright Page; Contents; CHAPTER I. STOCHASTIC CALCULUS AND STOCHASTIC DIFFERENTIAL EQUATIONS; CHAPTER II. PARTIAL DIFFERENTIAL EQUATIONS; CHAPTER III. MARTINGALE PROBLEM; CHAPTER IV. STOCHASTIC CONTROL WITH COMPLETE INFORMATION; CHAPTER V. FILTERING AND PREDICTION FOR LINEAR S.D.E.; CHAPTER VI. VARIATIONAL METHODS IN STOCHASTIC CONTROL; CHAPTER VII. PROBLEMS OF OPTIMAL STOPPING; CHAPTER VIII. IMPULSIVE CONTROL.

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