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- catalog contributor b11325480.
- catalog contributor b11325481.
- catalog created "c1999.".
- catalog date "1999".
- catalog date "c1999.".
- catalog dateCopyrighted "c1999.".
- catalog description "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.".
- catalog description "Includes bibliographical references (p. [401]-432) and index.".
- catalog extent "xx, 438 p. ;".
- catalog identifier "0387987231 (acid-free paper)".
- catalog isPartOf "Applications of mathematics ; 43".
- catalog issued "1999".
- catalog issued "c1999.".
- catalog language "eng".
- catalog publisher "New York : Springer,".
- catalog subject "629.8/312 21".
- catalog subject "Hamilton-Jacobi equations.".
- catalog subject "Hamiltonian systems.".
- catalog subject "Mathematical optimization.".
- catalog subject "QA402.37 .Y66 1999".
- catalog subject "Stochastic control theory.".
- catalog tableOfContents "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.".
- catalog title "Stochastic controls : Hamiltonian systems and HJB equations / Jiongmin Yong, Xun Yu Zhou.".
- catalog type "text".