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981223s1999 nyu b 001 0 eng |
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|a 98055411
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|a 0387987231 (acid-free paper)
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|a (OCoLC)40559759
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|a DLC
|c DLC
|d OHX
|d OrLoB-B
|d OCoLC
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|a pcc
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|a CGUA
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|a QA402.37
|b .Y66 1999
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|a QA
|2 lcco
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082 |
0 |
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|a 629.8/312
|2 21
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1 |
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|a Yong, J.
|q (Jiongmin),
|d 1958-
|0 http://id.loc.gov/authorities/names/nr91006592
|1 http://viaf.org/viaf/111876227
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1 |
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|a Stochastic controls :
|b Hamiltonian systems and HJB equations /
|c Jiongmin Yong, Xun Yu Zhou.
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|a New York :
|b Springer,
|c c1999.
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|a xx, 438 p. ;
|c 25 cm.
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|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
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|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
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|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
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|a Applications of mathematics.
|v 43
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|a Includes bibliographical references (p. [401]-432) and index.
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0 |
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|g Ch. 1.
|t Basic Stochastic Calculus --
|g Ch. 2.
|t Stochastic Optimal Control Problems --
|g Ch. 3.
|t Maximum Principle and Stochastic Hamiltonian Systems --
|g Ch. 4.
|t Dynamic Programming and HJB Equations --
|g Ch. 5.
|t The Relationship Between the Maximum Principle and Dynamic Programming --
|g Ch. 6.
|t Linear Quadratic Optimal Control Problems --
|g Ch. 7.
|t Backward Stochastic Differential Equations.
|
650 |
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|a Stochastic control theory.
|0 http://id.loc.gov/authorities/subjects/sh92001443,http://id.loc.gov/authorities/subjects/sh92001443
|
650 |
|
0 |
|a Mathematical optimization.
|0 http://id.loc.gov/authorities/subjects/sh85082127
|
650 |
|
0 |
|a Hamiltonian systems.
|0 http://id.loc.gov/authorities/subjects/sh85058563,http://id.loc.gov/authorities/subjects/sh85058563
|
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|a Hamilton-Jacobi equations.
|0 http://id.loc.gov/authorities/subjects/sh85058558
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650 |
|
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|a Hamilton-Jacobi equations.
|2 fast
|0 http://id.worldcat.org/fast/fst00950768
|
650 |
|
7 |
|a Hamiltonian systems.
|2 fast
|0 http://id.worldcat.org/fast/fst00950772
|
650 |
|
7 |
|a Mathematical optimization.
|2 fast
|0 http://id.worldcat.org/fast/fst01012099
|
650 |
|
7 |
|a Stochastic control theory.
|2 fast
|0 http://id.worldcat.org/fast/fst01133503
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700 |
1 |
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|a Zhou, Xun Yu
|0 http://id.loc.gov/authorities/names/n98112455
|1 http://viaf.org/viaf/10142545
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|a ToCBNA
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|a HeVa
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|a cat
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|i 5a2fbe97-6a5f-5626-adf7-f6889e290e0e
|s 2089bdb3-f61d-567f-a4b2-79e4dafcd943
|
928 |
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|t Library of Congress classification
|a QA402.37.Y66 1999
|l Eck
|c Eck-Eck
|i 4454841
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927 |
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|t Library of Congress classification
|a QA402.37.Y66 1999
|l Eck
|c Eck-Eck
|b 55319781
|i 6576171
|