Stochastic controls : Hamiltonian systems and HJB equations

Author(s)

• Yong, J. (Jiongmin)
• Zhou, Xun Yu

Bibliographic Information

Stochastic controls : Hamiltonian systems and HJB equations

Jiongmin Yong, Xun Yu Zhou

（Applications of mathematics, 43）

Springer, c1999

• : pbk

Note

Includes bibliographical references (p. [401]-432) and index

Details

• NCID: BA42409921
• ISBN:
  • 0387987231
  • 9781461271543
• LCCN: 98055411
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York ; Tokyo
• Pages/Volumes: xx, 438 p.
• Size: 25 cm
• Classification:
  • LCC : QA402.37
  • DC21 : 629.8/312
• Subject Headings:
  • LCSH : Stochastic control theory
  • LCSH : Mathematical optimization
  • LCSH : Hamiltonian systems
  • LCSH : Hamilton-Jacobi equations
• Parent Bibliography ID:
  • BA00256802