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Optimal Control of Diffusion Processes: 203 (Pitman Research Notes in Mathematics Series) - Softcover

 
9780582035409: Optimal Control of Diffusion Processes: 203 (Pitman Research Notes in Mathematics Series)

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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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Borkar, V. S.
Published by Longman Higher Education, 1989
ISBN 10: 0582035406 ISBN 13: 9780582035409
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ISBN 10: 0582035406 ISBN 13: 9780582035409
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V. S. Borkar
Published by Longman Higher Education, 1989
ISBN 10: 0582035406 ISBN 13: 9780582035409
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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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