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Controlled Diffusion Processes, Paperback by Krylov, N. V.; Aries, A. B. (TRN...
- Item No : 365730559754
- Condition : Like New
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- Seller : greatbookprices1
- Current Bid : US $116.19
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* Item Description
- Controlled Diffusion Processes, Paperback by Krylov, N. V.; Aries, A. B. (TRN), ISBN 3540709134, ISBN-13 9783540709138, Like New Used, Free shipping in the US
This book covers the optimal control of solutions of fully observable Ito-type stochastic differential equations. It proves the validity of the Bellman differential equation for payoff functions and develops rules for optimal control strategies.
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