Stochastic Control in Discrete and Continuous Time (Record no. 426310)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03359nam a22005415i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOKNUMBER | |
| International Standard Book Number | 9780387766171 |
| -- | 978-0-387-76617-1 |
| 024 7# - | |
| -- | 10.1007/978-0-387-76617-1 |
| -- | doi |
| 040 ## - | |
| -- | ISI Library, Kolkata |
| 050 #4 - | |
| -- | QA273.A1-274.9 |
| 050 #4 - | |
| -- | QA274-274.9 |
| 072 #7 - | |
| -- | PBT |
| -- | bicssc |
| 072 #7 - | |
| -- | MAT029000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | PBT |
| -- | thema |
| 072 #7 - | |
| -- | PBWL |
| -- | thema |
| 082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Seierstad, Atle. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic Control in Discrete and Continuous Time |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | by Atle Seierstad. |
| 942 ## - ADDED ENTRY ELEMENTS(KOHA) | |
| Koha item type | E-BOOKS |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| -- | author. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS | |
| Place of production, publication, distribution, manufacture | Boston, MA : |
| Name of producer, publisher, distributor, manufacturer | Springer US, |
| Date of production, publication, distribution, manufacture | 2009. |
| 300 ## - | |
| -- | X, 222 p. |
| -- | online resource. |
| 336 ## - CONTENT TYPE | |
| Content Type Term | text |
| Content Type Code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media Type Term | computer |
| Media Type Code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier Type Term | online resource |
| Carrier Type Code | cr |
| Source | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 505 0# - | |
| -- | Stochastic Control over Discrete Time -- The HJB Equation for Deterministic Control -- Piecewise Deterministic Optimal Control Problems -- Control of Diffusions -- Appendix: Probability, Concepts, and Results. |
| 520 ## - | |
| -- | This book provides a comprehensive introduction to stochastic control problems in discrete and continuous time. The material is presented logically, beginning with the discrete-time case before proceeding to the stochastic continuous-time models. Central themes are dynamic programming in discrete time and HJB-equations in continuous time. Topics covered include stochastic maximum principles for discrete time and continuous time, even for problems with terminal conditions. Numerous illustrative examples and exercises, with solutions at the end of the book, are included to enhance the understanding of the reader. By interlinking many fields in stochastic control, the material gives the student the opportunity to see the connections between different fields and the underlying ideas that unify them. This text will benefit students in applied mathematics, economics, engineering, and related fields. Prerequisites include a course in calculus and elementary probability theory. No knowledge of measure theory is assumed. |
| 650 #0 - | |
| -- | Distribution (Probability theory. |
| 650 #0 - | |
| -- | Economic theory. |
| 650 #0 - | |
| -- | Mathematical optimization. |
| 650 #0 - | |
| -- | Systems theory. |
| 650 14 - | |
| -- | Probability Theory and Stochastic Processes. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 24 - | |
| -- | Economic Theory/Quantitative Economics/Mathematical Methods. |
| -- | http://scigraph.springernature.com/things/product-market-codes/W29000 |
| 650 24 - | |
| -- | Calculus of Variations and Optimal Control; Optimization. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M26016 |
| 650 24 - | |
| -- | Systems Theory, Control. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M13070 |
| 710 2# - | |
| -- | SpringerLink (Online service) |
| 773 0# - | |
| -- | Springer eBooks |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9780387568232 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9781441945693 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9780387766164 |
| 856 40 - | |
| -- | https://doi.org/10.1007/978-0-387-76617-1 |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 950 ## - | |
| -- | Mathematics and Statistics (Springer-11649) |
No items available.
