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, Stochastic systems and control, Optimal stochastic control93-01, Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory
60J60, 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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