Controlled Diffusion Processes - Stochastic Modelling and Applied Probability - N. V. Krylov - Books - Springer-Verlag New York Inc. - 9780387904610 - November 12, 1980
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Controlled Diffusion Processes - Stochastic Modelling and Applied Probability 1980 edition

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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.


320 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released November 12, 1980
ISBN13 9780387904610
Publishers Springer-Verlag New York Inc.
Pages 320
Dimensions 155 × 235 × 19 mm   ·   630 g
Language English  
Translator Aries, A. B.

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