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Language: en
Pages: 263
Pages: 263
Type: BOOK - Published: 2014-11-27 - Publisher: Springer
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze c
Language: en
Pages: 263
Pages: 263
Type: BOOK - Published: 2007-11-20 - Publisher: Springer Science & Business Media
Yet again, here is a Springer volume that offers readers something completely new. Until now, solved examples of the application of stochastic control to actuar
Language: en
Pages: 299
Pages: 299
Type: BOOK - Published: 2010-07-03 - Publisher: Springer Science & Business Media
This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1),
Language: en
Pages: 397
Pages: 397
Type: BOOK - Published: 2006-09-10 - Publisher: Springer Science & Business Media
This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimizati
Language: en
Pages: 416
Pages: 416
Type: BOOK - Published: 1985 - Publisher: Springer
This book aims to provide a unified treatment of input/output modelling and of control for discrete-time dynamical systems subject to random disturbances. The r