Stochastic Control of Hereditary Systems and Applications |
|
Author:
| Chang, Mou-Hsiung |
Series title: | Stochastic Modelling and Applied Probability Ser. |
ISBN: | 978-0-387-75805-3 |
Publication Date: | Jan 2008 |
Publisher: | Springer New York
|
Imprint: | Springer |
Book Format: | Hardback |
List Price: | USD $109.99 |
Book Description:
|
This research monograph develops the Hamilton-Jacobi-Bellman theory, a very active research area. It is intended for researchers and advanced graduate students who have special interest in optimal control theory and applications of stochastic hereditary systems.
This research monograph develops the Hamilton-Jacobi-Bellman theory, a very active research area. It is intended for researchers and advanced graduate students who have special interest in optimal control theory and applications of stochastic hereditary systems.