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Stochastic Control in Discrete and Continuous Time

Atle Seierstad
Publisher: 
Springer
Publication Date: 
2009
Number of Pages: 
291
Format: 
Hardcover
Price: 
69.95
ISBN: 
9780387766164
Category: 
Monograph
We do not plan to review this book.

 

Preface.- Stochastic Control over Discrete Time.- The HJB Equation for Deterministic Control.- Piecewise Deterministic Optimal Control Problems.- Control of Diffusions.- Appendix: Probability, Concepts, and Results.- Solutions.- References.- Index.

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