Hidden Bibliographic Details
| ISBN: | 9780387758169
038775816X
0387758054
9780387758053
9786611180027
6611180028
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| Notes: | Includes bibliographical references (p. [393]-400) and index.
Description based on print version record.
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| Summary: | "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.
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| Other form: | Print version: Chang, Mou-Hsiung. Stochastic control of hereditary systems and applications. New York : Springer, c2008 0387758054 9780387758053
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