دانلود کتاب Controlled Diffusion Processes

Name: Controlled Diffusion Processes
Availability: InStock
Author: Nikolai Vladimirovich Krylov
ISBN: 3540709134, 9783540709138

by Nikolai Vladimirovich Krylov, A.B. Aries

عنوان فارسی: پردازش پخش کنترل
ناشر: Springer-Verlag Gmbh
سال: 2008
ویرایش: 1st ed. 1980. Corr.
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 314-314
شابک: 3540709134, 9783540709138
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 14.00 مگابایت

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جزییات کتاب

This book deals with the optimal control of solutions of fully observable Itô-type stochastic differential equations. The validity of the Bellman differential equation for payoff functions is proved and rules for optimal control strategies are developed. Topics include optimal stopping; one dimensional controlled diffusion; the Lp-estimates of stochastic integral distributions; the existence theorem for stochastic equations; the Itô formula for functions; and the Bellman principle, equation, and normalized equation.