| 000 | 02723nam a22004695i 4500 | ||
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| 001 | 978-0-387-75816-9 | ||
| 003 | DE-He213 | ||
| 005 | 20250710084023.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 100301s2008 xxu| s |||| 0|eng d | ||
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_a9780387758169 _a99780387758169 |
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| 024 | 7 |
_a10.1007/978-0-387-75816-9 _2doi |
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| 082 | 0 | 4 |
_a519.2 _223 |
| 100 | 1 |
_aChang, Mou-Hsiung. _eeditor. |
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| 245 | 1 | 0 |
_aStochastic Control of Hereditary Systems and Applications _h[recurso electrónico] / _cedited by Mou-Hsiung Chang. |
| 264 | 1 |
_aNew York, NY : _bSpringer New York, _c2008. |
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| 300 | _bonline resource. | ||
| 336 |
_atext _btxt _2rdacontent |
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_acomputer _bc _2rdamedia |
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_arecurso en línea _bcr _2rdacarrier |
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_atext file _bPDF _2rda |
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| 490 | 1 |
_aStochastic Modelling and Applied Probability, _x0172-4568 ; _v59 |
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| 505 | 0 | _aand Summary -- Stochastic Hereditary Differential Equations -- Stochastic Calculus -- Optimal Classical Control -- Optimal Stopping -- Discrete Approximations -- Option Pricing -- Hereditary Portfolio Optimization. | |
| 520 | _aThis research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class of optimal control problems for stochastic hereditary differential systems. It is driven by a standard Brownian motion and with a bounded memory or an infinite but fading memory. The optimal control problems treated in this book include optimal classical control and optimal stopping with a bounded memory and over finite time horizon. This book can be used as an introduction for researchers and graduate students who have a special interest in learning and entering the research areas in stochastic control theory with memories. Each chapter contains a summary. Mou-Hsiung Chang is a program manager at the Division of Mathematical Sciences for the U.S. Army Research Office. | ||
| 650 | 0 | _aMATHEMATICS. | |
| 650 | 0 | _aDIFFERENTIAL EQUATIONS, PARTIAL. | |
| 650 | 0 | _aDISTRIBUTION (PROBABILITY THEORY). | |
| 650 | 0 | _aMATHEMATICAL STATISTICS. | |
| 650 | 1 | 4 | _aMATHEMATICS. |
| 650 | 2 | 4 | _aPROBABILITY THEORY AND STOCHASTIC PROCESSES. |
| 650 | 2 | 4 | _aPARTIAL DIFFERENTIAL EQUATIONS. |
| 650 | 2 | 4 | _aCONTROL, ROBOTICS, MECHATRONICS. |
| 650 | 2 | 4 | _aSTATISTICAL THEORY AND METHODS. |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9780387758053 |
| 830 | 0 |
_aStochastic Modelling and Applied Probability, _x0172-4568 ; _v59 |
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| 856 | 4 | 0 |
_uhttp://dx.doi.org/10.1007/978-0-387-75816-9 _zVer el texto completo en las instalaciones del CICY |
| 912 | _aZDB-2-SMA | ||
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