Optimal Control of Diffusion Processes: 203 (Pitman Research Notes in Mathematics Series) - Softcover
Synopsis
This volume aims to provide researchers in the field of stochastic control with a unified exposition of several key issues in controlled diffusions from a probabilistic standpoint. The text also includes an extensive account of existence results based on weak convergence and selection theory, a probabilistic approach to dynamic programming (inclusive of martingale and semigroup approaches), a treatment of the ergodic control problem and the problem of control under partial observations and an introduction to adaptive control.
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Optimal Control of Diffusion Processes (Pitman Research Notes in Mathematics Series)
Published by
Longman Higher Education, 1989
ISBN 10: 0582035406
ISBN 13: 9780582035409
Used
Soft cover
Seller: Tall Stories BA, Stoneyford, Ireland
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Soft cover. Condition: Very Good. minor shelf wear only. Seller Inventory # 2000028248
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Optimal Control of Diffusion Processes
Published by
Longman Higher Education, 1989
ISBN 10: 0582035406
ISBN 13: 9780582035409
Used
Softcover
Seller: Ammareal, Morangis, France
Seller rating 5 out of 5 stars
Softcover. Condition: Bon. Ancien livre de bibliothèque. Salissures sur la tranche. Couverture différente. Edition 1989. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Stains on the edge. Different cover. Edition 1989. Ammareal gives back up to 15% of this item's net price to charity organizations. Seller Inventory # E-505-816
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Optimal Control of Diffusion Processes (Pitman Research Notes in Mathematics Series, 203)
Published by
Longman Scientific & Technical, Harlow, Essex, United Kingdom, 1989
ISBN 10: 0582035406
ISBN 13: 9780582035409
Used
Paperback
Seller: PsychoBabel & Skoob Books, Didcot, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. Paperback. Superficial marks and light scores on covers. Spine ends, front leading corner and lower edges are very lightly bumped. Light bump on spine body. Light creases on leading edges and front spine side. Front leading corners are very lightly creased, slightly bending pages within. Light score on page block face. Pages are clean and tight throughout. T. Used. Seller Inventory # 295698