Format:
222 S.
,
graph. Darst.
,
24 cm
ISBN:
3540901558
,
0387901558
Series Statement:
Applications of mathematics 1
Note:
Literaturverz. S. 213 - 220
,
The simplest problem in calculus of variations -- The optimal control problem -- Existence and continuity properties of optimal controls -- Dynamic programming -- Stochastic differential equations and Markov diffusion processes -- Optimal control of Markov diffusion processes.
Language:
English
Subjects:
Economics
,
Mathematics
Keywords:
Optimale Kontrolle
;
Stochastische optimale Kontrolle
;
Stochastische Optimierung
;
Deterministische Optimierung
Author information:
Fleming, Wendell Helms 1928-
