Stochastic Controls: Hamiltonian Systems and Hjb Equations

by

Write The First Customer Review

This book unifies the maximum principle and dynamic programming, the two most commonly used approaches in solving optimal control problems. The author shows that the viscosity solution theory provides the unifying framework.

Stochastic Controls: Hamiltonian Systems and Hjb Equations 2012, Springer

ISBN-13: 9781461271543

Softcover Reprint of the Origi edition

Trade paperback

Select
Stochastic Controls: Hamiltonian Systems and Hjb Equations 1999, Springer, New York, NY

ISBN-13: 9780387987231

1999 edition

Hardcover

Select