Coverart for item
The Resource Stochastic control in discrete and continuous time, Atle Seierstad

Stochastic control in discrete and continuous time, Atle Seierstad

Label
Stochastic control in discrete and continuous time
Title
Stochastic control in discrete and continuous time
Statement of responsibility
Atle Seierstad
Creator
Subject
Language
eng
Summary
This book provides a comprehensive introduction to stochastic control problems in discrete and continuous time. The material is presented logically, beginning with the discrete-time case using few mathematical tools before proceeding to the stochastic continuous-time models requiring more advanced mathematics. Topics covered include stochastic maximum principles for discrete time, continuous time, and for problems with terminal conditions. A nonstandard treatment of piecewise deterministic problems, related to some control problems, is also presented. Numerous illustrative examples and exercis
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Seierstad, Atle
Dewey number
003.76
Index
no index present
Language note
English
LC call number
QA402.37
LC item number
.S45 2009
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/subjectName
  • Stochastic control theory
  • Discrete-time systems
  • Discrete-time systems
  • Stochastic control theory
  • Stochastische Kontrolltheorie
  • Stochastische modellen
Label
Stochastic control in discrete and continuous time, Atle Seierstad
Instantiates
Publication
Bibliography note
With bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Preliminary; The HJB Equation for Deterministic Control; Stochastic Control over Discrete Time; Piecewise Deterministic Optimal Control Problems; Control of Diffusions; Appendix: Probability, Concepts, and Results; Back matter
Control code
656394067
Dimensions
unknown
Extent
1 online resource (xii, 291 pages)
Form of item
online
Isbn
9786613562036
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-0-387-76617-1
http://library.link/vocab/ext/overdrive/overdriveId
978-0-387-76616-4
Publisher number
11596028
Specific material designation
remote
System control number
(OCoLC)656394067
Label
Stochastic control in discrete and continuous time, Atle Seierstad
Publication
Bibliography note
With bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Preliminary; The HJB Equation for Deterministic Control; Stochastic Control over Discrete Time; Piecewise Deterministic Optimal Control Problems; Control of Diffusions; Appendix: Probability, Concepts, and Results; Back matter
Control code
656394067
Dimensions
unknown
Extent
1 online resource (xii, 291 pages)
Form of item
online
Isbn
9786613562036
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-0-387-76617-1
http://library.link/vocab/ext/overdrive/overdriveId
978-0-387-76616-4
Publisher number
11596028
Specific material designation
remote
System control number
(OCoLC)656394067

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      38.944491 -92.326012
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