Stochastic controls : Hamiltonian systems and HJB equations /

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Bibliographic Details
Author / Creator:Yong, J. (Jiongmin), 1958-
Imprint:New York : Springer, c1999.
Description:xx, 438 p. ; 25 cm.
Language:English
Series:Applications of mathematics. 43
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/4109839
Hidden Bibliographic Details
Other authors / contributors:Zhou, Xun Yu
ISBN:0387987231 (acid-free paper)
Notes:Includes bibliographical references (p. [401]-432) and index.

MARC

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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 c1999. 
300 |a xx, 438 p. ;  |c 25 cm. 
336 |a text  |b txt  |2 rdacontent  |0 http://id.loc.gov/vocabulary/contentTypes/txt 
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338 |a volume  |b nc  |2 rdacarrier  |0 http://id.loc.gov/vocabulary/carriers/nc 
440 0 |a Applications of mathematics.  |v 43 
504 |a Includes bibliographical references (p. [401]-432) and index. 
505 0 0 |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 0 |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 
650 0 |a Hamilton-Jacobi equations.  |0 http://id.loc.gov/authorities/subjects/sh85058558 
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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 
700 1 |a Zhou, Xun Yu  |0 http://id.loc.gov/authorities/names/n98112455  |1 http://viaf.org/viaf/10142545 
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928 |t Library of Congress classification  |a QA402.37.Y66 1999  |l Eck  |c Eck-Eck  |i 4454841 
927 |t Library of Congress classification  |a QA402.37.Y66 1999  |l Eck  |c Eck-Eck  |b 55319781  |i 6576171