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Stochastic Control in Discrete and Continuous Time

Publisher: 
Springer
Number of Pages: 
291
Price: 
69.95
ISBN: 
9780387766164
Date Received: 
Monday, November 24, 2008
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Atle Seierstad
Publication Date: 
2009
Format: 
Hardcover
Category: 
Monograph

 

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.
Publish Book: 
Modify Date: 
Monday, November 24, 2008

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