Stochastic ControlsJiongmin Yong
Stochastic Controls
Jiongmin Yong · 2012
Where to buy
Check today’s price on Amazon. We do not show prices because they change daily.
View on AmazonAffiliate link. As an Amazon Associate we earn from qualifying purchases.
About the book
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.
Book details
- Year
- 2012
- Publisher
- Springer
- Editions
- 2
- Pages
- 461
- ISBN
- 9781461271543
Data source: Wikidata
