Stochastic controls : Hamiltonian systems and HJB equations /
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| Author / Creator: | Yong, J. (Jiongmin), 1958- |
|---|---|
| Imprint: | New York : Springer, ©1999. |
| Description: | 1 online resource (xx, 438 pages.) |
| Language: | English |
| Series: | Applications of mathematics ; 43 Applications of mathematics ; 43. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12960069 |
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| 035 | |a (OCoLC)968648590 | ||
| 040 | |a NhCcYBP |b eng |e pn |c NhCcYBP | ||
| 020 | |a 9781461214663 (electronic bk.) | ||
| 020 | |a 1461214661 (electronic bk.) | ||
| 020 | |z 0387987231 | ||
| 020 | |z 9780387987231 | ||
| 024 | 3 | |a 9780387987231 | |
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| 084 | |a 31.70 |2 bcl | ||
| 100 | 1 | |a Yong, J. |q (Jiongmin), |d 1958- | |
| 245 | 1 | 0 | |a Stochastic controls : |b Hamiltonian systems and HJB equations / |c Jiongmin Yong, Xun Yu Zhou. |
| 260 | |a New York : |b Springer, |c ©1999. | ||
| 300 | |a 1 online resource (xx, 438 pages.) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Applications of mathematics ; |v 43 | |
| 504 | |a Includes bibliographical references (pages 401-432) and index. | ||
| 505 | 0 | |a Ch. 1. Basic Stochastic Calculus -- Ch. 2. Stochastic Optimal Control Problems -- Ch. 3. Maximum Principle and Stochastic Hamiltonian Systems -- Ch. 4. Dynamic Programming and HJB Equations -- Ch. 5. The Relationship Between the Maximum Principle and Dynamic Programming -- Ch. 6. Linear Quadratic Optimal Control Problems -- Ch. 7. Backward Stochastic Differential Equations. | |
| 588 | |a Description based on print version record. | ||
| 650 | 0 | |a Stochastic control theory. | |
| 650 | 0 | |a Mathematical optimization. | |
| 650 | 0 | |a Hamiltonian systems. | |
| 650 | 0 | |a Hamilton-Jacobi equations. | |
| 650 | 7 | |a Hamilton-Jacobi equations. |2 fast |0 (OCoLC)fst00950768 | |
| 650 | 7 | |a Hamiltonian systems. |2 fast |0 (OCoLC)fst00950772 | |
| 650 | 7 | |a Mathematical optimization. |2 fast |0 (OCoLC)fst01012099 | |
| 650 | 7 | |a Stochastic control theory. |2 fast |0 (OCoLC)fst01133503 | |
| 650 | 1 | 7 | |a Hamilton-vergelijkingen. |2 gtt |
| 650 | 1 | 7 | |a Stochastische methoden. |2 gtt |
| 650 | 1 | 7 | |a Optimaliseren. |2 gtt |
| 650 | 1 | 7 | |a Variatierekening. |2 gtt |
| 650 | 7 | |a Commande stochastique. |2 ram | |
| 650 | 7 | |a Systèmes hamiltoniens. |2 ram | |
| 650 | 7 | |a Hamilton-Jacobi, Équations de. |2 ram | |
| 700 | 1 | |a Zhou, Xun Yu. | |
| 776 | 0 | 8 | |c Original |z 0387987231 |z 9780387987231 |w (DLC) 98055411 |w (OCoLC)40559759 |
| 830 | 0 | |a Applications of mathematics ; |v 43. | |
| 856 | 4 | 0 | |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=2765803 |y EBSCOhost |x 1 |z Licensed for 1 user at a time |
| 901 | |a YBPebook | ||
| 929 | |a eresource | ||
| 999 | f | f | |s dd298750-b215-4b34-a11b-57803a9b537f |i 0d3fdee9-cc6f-426e-8d32-0c9e6f5fd13f |
| 928 | |t Library of Congress classification |a QA402.37.Y66 1999 |l Online |c UC-FullText |n Licensed for 1 user at a time |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=2765803 |z EBSCOhost |g ebooks |e CORA |i 13097929 | ||