Fortell venner om denne varen:
On a Stochastic Control Problem with Terminal State Constraints Edward Tafumaneyi Chiyaka
Pris
NOK 1.599
Bestillingsvarer
Forventes levert 27. nov - 7. des
Julegaver kan byttes frem til 31. januar
Få varsel om nye utgivelser fra Edward Tafumaneyi Chiyaka
Legg til iMusic ønskeliste
eller
On a Stochastic Control Problem with Terminal State Constraints
Edward Tafumaneyi Chiyaka
In this book, dynamical systems subject to some random perturbations which can be controlled are studied in order to optimize some performance criteria. A stochastic control problem in both finite and infinite time interval with terminal state constraint is formulated. The formulated stochastic control problem is solved using the dynamic programming principle for continuous Markov processes and also the maximum principle using the Hamilton-Jacobi-Bellman (HJB) equations.
| Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 6. mars 2013 |
| ISBN13 | 9783659358142 |
| Utgivere | LAP LAMBERT Academic Publishing |
| Antall sider | 60 |
| Mål | 150 × 4 × 225 mm · 107 g |
| Språk | Tysk |