On a Stochastic Control Problem with Terminal State Constraints - Edward Tafumaneyi Chiyaka - Books - LAP LAMBERT Academic Publishing - 9783659358142 - March 6, 2013
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Edward Tafumaneyi Chiyaka
On a Stochastic Control Problem with Terminal State Constraints

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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 Books     Paperback Book   (Book with soft cover and glued back)
Released March 6, 2013
ISBN13 9783659358142
Publishers LAP LAMBERT Academic Publishing
Pages 60
Dimensions 150 × 4 × 225 mm   ·   107 g
Language German  

See all of Edward Tafumaneyi Chiyaka ( e.g. Paperback Book )