Stochastic Control Theory: Dynamic Programming Principle
Description
Stochastic Control Theory: Dynamic Programming Principle By Nisio, Makiko Published by Springer Publication Date: 2014-12-09 Subject: Mathematics Probability & Statistics Stochastic Processes, Mathematics Differential Equations - General, Mathematics Functional Analysis, Mathematics Probability & Statistics - General, Science System Theory, Differential Calculus & Equations, Probability & Statistics, Stochastics, Differential Calculus & Equations, Functional Analysis & Transforms, Stochastics, Mathematik Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik, Probability & Statistics, Stochastics, Differential Equations - General Subject Keywords: dynamic programming principle; nonlinear semigroup; stochastic differential game; stochastic optimal control; viscosity solution; partial differential equations Genre: Probability & Statistics, Stochastics Target Audience: Tertiary education
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