Spedizione gratuita per ordini superiori a 69,99 euro.

Controllare lo stato dell'ordine

Entra a far parte di una comunità di amanti dei libri di tutto il mondo e ottieni numerosi vantaggi. Crea un account gratuito

Spedizione gratuita con Packeta per un prezzo superiore a 69.99 €

Bartolini 4.49 € Punto Poste 5.49 € Punto Poste 5.49 € Punto Bartolini 3.49 € DHL 6.99 € GLS 5.99 €

Contatto

Come acquistare

Aiuto

Il mio account

▸ Vuoto :-(

Spedizione gratuita per ordini superiori a 69,99 euro.

Stochastic Control Theory

Name: Stochastic Control Theory
Brand: Springer Verlag, Japan
SKU: 02747774
Price: 80.09 EUR
Availability: InStock
Author: Makiko Nisio
ISBN: 9784431551225

Dynamic Programming Principle

Makiko Nisio

Lingua

Inglese

Libro Rigido

Codice Libristo: 02747774

Casa editrice Springer Verlag, Japan, dicembre 2014

This book provides an introduction to stochastic controls, via the method of dynamic programming, fo... Descrizione completa

Codice Libristo: 02747774

196 b

80.09 €

Magazzino esterno Inviamo tra 10-18 giorni

30 giorni per il reso

I clienti hanno acquistato anche

Just Bento Cookbook 2 Makiko Itoh

Adobe ePub DRM

14.99 €

Entwicklungsmanagement von Mikro und Makro Layoutstrategien für verkettete Transport- und Fördersysteme in Abhängigkeit von Durchsatz und Randparamete Oliver Vollmar

In brossura

57.29 €

La biblioteca perduta. I libri di Leonardo Carlo Vecce

In brossura

16.09 €

Et n'oublie pas de danser avec la vie ! Landemaine

MP3

7.39 €

Elon Musk Isaacson Walter

In brossura

18.59 €

Nanovlákna David Lukáš

Rigido

22.69 €

Pamięć ciała Marzano-Lesnevich Alex

Rigido

11.99 €

Lettres Politiques Adressees A Timon Theophraste

In brossura

18.09 €

Pravěký svět Zdeňka Buriana Ondřej Müller

Rigido

94.99 €

DNA Metiltransferases em Glioblastoma Daniel Antunes Moreno

In brossura

52.89 €

Aspectos Básicos de Psicofisiologia e Performance para Preparaç?o Física no Brazilian Jiu-jitsu. Marco Antonio Ferreira Santos

In brossura

6.99 €

Wine revolution. Guida ai migliori vini organici, biodinamici e naturali Jane Anson

Rigido

36.89 €

Beitrage Zur Physiologie Des Centralnervensystems, Part 1: Die Sogenannte Hypnose Der Thiere (1898) Max Verworn

In brossura

21.99 €

Entwicklung eines Migrations-Frameworksfür Subversion Benjamin Engele

In brossura

51.99 €

Mapka anglického jazyka 2 Juraj Belán

Rigido

1.89 €

CO-Pipeline Konrad Wilms

In brossura

11.59 €

This book provides an introduction to stochastic controls, via the method of dynamic programming, formulated by nonlinear semigroup. The dynamic programming principle, originated by R. Bellman in 1950s, is known as the two stage optimization procedure and gives a powerful tool to analyze stochastic control problems. Through the dependence of value function on its terminal cost function, we construct a nonlinear two parameter semigroup which formulates the dynamic programming principle and whose generator provides Hamilton--Jacobi--Bellman equation. Here we mainly concerned with finite time horizon stochastic controls. But we also apply the semigroup approach to control-stopping problems and stochastic differential games together with examples in financial market models. This book is organized as follows. Chapters 1--4 deal with completely observable finite dimensional controlled diffusions. Chapters 5 and 6 are concerned with Hilbert space valued stochastic processes, related to partially observable control problems.