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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
Resource Information
The item Stochastic controls : Hamiltonian systems and HJB equations, Jiongmin Yong, Xun Yu Zhou represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Boston University Libraries.This item is available to borrow from all library branches.
Resource Information
The item Stochastic controls : Hamiltonian systems and HJB equations, Jiongmin Yong, Xun Yu Zhou represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Boston University Libraries.
This item is available to borrow from all library branches.
- Extent
- xx, 438 pages
- 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
- Isbn
- 9780387987231
- 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
- Subject
-
- Hamilton-Jacobi equations
- Hamilton-Jacobi equations
- Hamilton-Jacobi, Équations de
- Hamilton-vergelijkingen
- Hamiltonian systems
- Hamiltonian systems
- Mathematical optimization
- Mathematical optimization
- Optimaliseren
- Stochastic control theory
- Stochastic control theory
- Stochastische methoden
- Systèmes hamiltoniens
- Variatierekening
- Commande stochastique
- Language
- eng
- 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
- 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
- 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
Subject
- Hamilton-Jacobi equations
- Hamilton-Jacobi equations
- Hamilton-Jacobi, Équations de
- Hamilton-vergelijkingen
- Hamiltonian systems
- Hamiltonian systems
- Mathematical optimization
- Mathematical optimization
- Optimaliseren
- Stochastic control theory
- Stochastic control theory
- Stochastische methoden
- Systèmes hamiltoniens
- Variatierekening
- Commande stochastique
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.bu.edu/portal/Stochastic-controls--Hamiltonian-systems-and-HJB/vYd56mqq6X0/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.bu.edu/portal/Stochastic-controls--Hamiltonian-systems-and-HJB/vYd56mqq6X0/">Stochastic controls : Hamiltonian systems and HJB equations, Jiongmin Yong, Xun Yu Zhou</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.bu.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.bu.edu/">Boston University Libraries</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.bu.edu/portal/Stochastic-controls--Hamiltonian-systems-and-HJB/vYd56mqq6X0/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.bu.edu/portal/Stochastic-controls--Hamiltonian-systems-and-HJB/vYd56mqq6X0/">Stochastic controls : Hamiltonian systems and HJB equations, Jiongmin Yong, Xun Yu Zhou</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.bu.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.bu.edu/">Boston University Libraries</a></span></span></span></span></div>
