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Stochastic Control of Hereditary Systems and Applications pdf epub mobi txt 電子書下載 2024

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Chang, Mou-Hsiung

2008-1

428

$ 145.77

9780387758053

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发表于2024-11-25

Stochastic Control of Hereditary Systems and Applications epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Stochastic Control of Hereditary Systems and Applications pdf epub mobi txt 電子書下載 2024

圖書描述

This monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal control problems for stochastic hereditary differential equations (SHDEs) driven by a standard Brownian motion and with a bounded or an infinite but fading memory. These equations represent a class of stochastic infinite-dimensional systems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering and economics/finance. This monograph can be used as a reference for those who have special interest in optimal control theory and applications of stochastic hereditary systems.

Stochastic Control of Hereditary Systems and Applications 下載 mobi epub pdf txt 電子書