Books of Xun Yu Zhou

Stochastic Controls: Hamiltonian Systems and HJB Equations (Stochastic Modelling and Applied Probability)
Published on: 1999
Beginner Applied Mathematics English

The maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. These approaches …

Stochastic Controls Hamiltonian Equations HJB
Stochastic Controls: Hamiltonian Systems and HJB Equations (Stochastic Modelling and Applied Probability 43)
Published on: 1999
Beginner Applied Mathematics English

The maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. These approaches …

Stochastic Controls Hamiltonian HJB Equations

Page 1 of 1