Controlled Diffusion Processes 在線電子書 圖書標籤: 工具書 math
發表於2024-08-21
Controlled Diffusion Processes 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
This book deals with the optimal control of solutions of fully observable Itô-type stochastic differential equations. The validity of the Bellman differential equation for payoff functions is proved and rules for optimal control strategies are developed.
Topics include optimal stopping; one dimensional controlled diffusion; the Lp-estimates of stochastic integral distributions; the existence theorem for stochastic equations; the Itô formula for functions; and the Bellman principle, equation, and normalized equation.
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Controlled Diffusion Processes 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024