Stochastic Controls : Hamiltonian Systems and HJB Equations /

The maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. These approaches have been developed independently. The theme of this book is to unify these two approaches, and to demonstrate that the viscosity solution theory provides the...

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Bibliographic Details

Main Author:	Yong, Jiongmin
Corporate Author:	SpringerLink (Online service)
Other Authors:	Zhou, Xun Yu
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 1999.
Series:	Applications of Mathematics, Stochastic Modelling and Applied Probability ; 43.
Subjects:	Mathematics. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book