The Resource Stochastic controls : Hamiltonian systems and HJB equations, Jiongmin Yong, Xun Yu Zhou

Stochastic controls : Hamiltonian systems and HJB equations, Jiongmin Yong, Xun Yu Zhou

Label
Stochastic controls : Hamiltonian systems and HJB equations
Title
Stochastic controls
Title remainder
Hamiltonian systems and HJB equations
Statement of responsibility
Jiongmin Yong, Xun Yu Zhou
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorDate
1958-
http://library.link/vocab/creatorName
Yong, J.
Index
index present
LC call number
QA402.37
LC item number
.Y66 1999
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Zhou, Xun Yu
http://library.link/vocab/subjectName
  • Stochastic control theory
  • Mathematical optimization
  • Hamiltonian systems
  • Hamilton-Jacobi equations
  • Hamilton-Jacobi equations
  • Hamiltonian systems
  • Mathematical optimization
  • Stochastic control theory
  • Hamilton-vergelijkingen
  • Stochastische methoden
  • Optimaliseren
  • Variatierekening
  • Commande stochastique
  • Systèmes hamiltoniens
  • Hamilton-Jacobi, Équations de
Label
Stochastic controls : Hamiltonian systems and HJB equations, Jiongmin Yong, Xun Yu Zhou
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. [401]-432) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Ch. 1. Basic Stochastic Calculus -- Ch. 2. Stochastic Optimal Control Problems -- Ch. 3. Maximum Principle and Stochastic Hamiltonian Systems -- Ch. 4. Dynamic Programming and HJB Equations -- Ch. 5. The Relationship Between the Maximum Principle and Dynamic Programming -- Ch. 6. Linear Quadratic Optimal Control Problems -- Ch. 7. Backward Stochastic Differential Equations
Dimensions
25 cm.
Extent
xx, 438 pages
Isbn
9780387987231
Lccn
98055411
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
  • (OCoLC)40559759
  • (OCoLC)ocm40559759
Label
Stochastic controls : Hamiltonian systems and HJB equations, Jiongmin Yong, Xun Yu Zhou
Publication
Bibliography note
Includes bibliographical references (p. [401]-432) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Ch. 1. Basic Stochastic Calculus -- Ch. 2. Stochastic Optimal Control Problems -- Ch. 3. Maximum Principle and Stochastic Hamiltonian Systems -- Ch. 4. Dynamic Programming and HJB Equations -- Ch. 5. The Relationship Between the Maximum Principle and Dynamic Programming -- Ch. 6. Linear Quadratic Optimal Control Problems -- Ch. 7. Backward Stochastic Differential Equations
Dimensions
25 cm.
Extent
xx, 438 pages
Isbn
9780387987231
Lccn
98055411
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
  • (OCoLC)40559759
  • (OCoLC)ocm40559759

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