Stochastic control of hereditary systems and applications [electronic resource] / Mou-Hsiung Chang.
Material type: TextSeries: Stochastic modelling and applied probability ; 59.Publication details: New York : Springer, c2008.Description: 1 online resource (xviii, 404 p.)ISBN:- 9780387758169
- 038775816X
- 0387758054
- 9780387758053
- 9786611180027
- 6611180028
Item type | Current library | Call number | Copy number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
General Books | CUTN Central Library Medicine, Technology & Management | 629.831 (Browse shelf(Opens below)) | 1 | Available | 9043 |
Includes bibliographical references (p. [393]-400) and index.
Online version restricted to NUS staff and students only through NUSNET.
"This 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."--Jacket.
Mode of access: World Wide Web.
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