Probability methods for approximations in stochastic control and for elliptic equations / Harold J. Kushner
Type de document : MonographieCollection : Mathematics in science and engineering, 129Langue : anglais.Pays : Etats Unis.Éditeur : New York : Academic Press, 1977Description : 1 vol. (XVII-243 p.) ; 24 cmISBN : 0124301401.ISSN : 0076-5392.Bibliographie : Bibliogr. p. 237-239. Index.Sujet MSC : 93E20, Systems theory; control, Optimal stochastic control93-01, Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory
60J60, Probability theory and stochastic processes - Markov processes, Diffusion processes
49J55, Existence theories in calculus of variations and optimal control, Existence of optimal solutions to problems involving randomness
49K45, Calculus of variations and optimal control; optimization, Optimality conditions for problems involving randomness
62L15, Sequential statistical methods, Optimal stopping in statistics
62L20, Sequential statistical methods, Stochastic approximation
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| CMI Salle R | 93 KUS (Browse shelf) | Available | 06449-01 |
Bibliogr. p. 237-239. Index
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