Optimal control of diffusion processes / Vivek S. Borkar
Type de document : MonographieCollection : Pitman research notes in mathematics series, 203Langue : anglais.Pays : Grande Bretagne.Éditeur : Harlow : Longman Scientific and Technical, 1989Description : 1 vol. (196 p.) ; 25 cmISBN : 9780470213278.ISSN : 0269-3674.Bibliographie : Bibliogr..Sujet MSC : 93E20, Systems theory; control -- Stochastic systems and control, Optimal stochastic control49L20, Calculus of variations and optimal control; optimization -- Hamilton-Jacobi theories, including dynamic programming, Dynamic programming method
49J55, Calculus of variations and optimal control; optimization -- Existence theories, Problems involving randomness
60J60, Probability theory and stochastic processes -- Markov processes, Diffusion processes
93C40, Systems theory; control -- Control systems, Adaptive control
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| CMI Salle R | 93 BOR (Browse shelf) | Available | 10402-01 |
Bibliogr.
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