Deterministic and Stochastic Optimal Control

Beschreibung

A classic reference, this book is being reprinted because many of its results have found applications in the popular area of mathematical finance.

Autor*in

Wendell H. Fleming

Themen in »Deterministic and Stochastic Optimal Control«

Brownian motion Calculus of Variations Diffusionsprozess (Statistik) Markov process Optimal Control Optimale Regelung continuous stochastic process diffusion process linear optimization nonlinear optimization stochastic process

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