Stochastic Controls - Hamiltonian Systems and HJB Equations (Hardcover, 1999 ed.)

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The maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. These approaches have been developed independently. The theme of this book is to unify these two approaches, and to demonstrate that the viscosity solution theory provides the framework to unify them.

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Product Description

The maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. These approaches have been developed independently. The theme of this book is to unify these two approaches, and to demonstrate that the viscosity solution theory provides the framework to unify them.

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Product Details

General

Imprint

Springer-Verlag New York

Country of origin

United States

Series

Stochastic Modelling and Applied Probability, 43

Release date

June 1999

Availability

Expected to ship within 12 - 17 working days

First published

1999

Authors

,

Dimensions

235 x 155 x 25mm (L x W x T)

Format

Hardcover

Pages

439

Edition

1999 ed.

ISBN-13

978-0-387-98723-1

Barcode

9780387987231

Categories

LSN

0-387-98723-1



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