CONTROLLED DIFFUSION PROCESSES (PB 1980)

KRYLOV N.V.

ISBN 10: 3540709134 / ISBN 13: 9783540709138

Verlag: SP SPRINGER, 1980

Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 7-12 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability. Bestandsnummer des Verkäufers CBS 9783540709138

Inhaltsangabe:

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.

Von der hinteren Coverseite:

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 L_p-estimates of stochastic integral distributions; the existence theorem for stochastic equations; the Itô formula for functions; and the Bellman principle, equation, and normalized equation.

Bibliografische Details

Titel: CONTROLLED DIFFUSION PROCESSES (PB 1980)
Verlag: SP SPRINGER
Erscheinungsdatum: 1980
Einband: Softcover
Zustand: New
Auflage: Internationale Ausgabe