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Stochastic Control of Hereditary Systems and Applications 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Chang, Mou-Hsiung 作者

译者

2008-1 出版日期

428 页数

$ 145.77 价格

丛书系列

9780387758053 图书编码

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Stochastic Control of Hereditary Systems and Applications 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Stochastic Control of Hereditary Systems and Applications 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

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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.

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