Stochastic Controls: Hamiltonian Systems and Hjb Equations

By Xun Yu Zhou and Jiongmin Yong

Book Overview

This monograph unifies the two key approaches in solving optimal control problems. The book will be of interest to researchers and graduate students in applied probability, control engineering, and econometrics.

• Format: Hardcover
• Language: English
• ISBN: 0387987231
• ISBN13: 9780387987231
• Release Date: June 1999
• Publisher: Springer
• Length: 439 Pages
• Weight: 1.70 lbs.
• Dimensions: 1.0" x 6.3" x 9.6"