Stochastic Controls

副标题: Hamiltonian Systems and HJB Equations

ISBN: 9780387987231

出版社: Springer

出版年: 1999-7-1

页数: 439

定价: USD 199.00

装帧: Hardcover

内容简介

The maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. These approaches have been developed independently. The theme of this book is to unify these two approaches, and to demonstrate that the viscosity solution theory provides the framework to unify them.

作者简介

雍炯敏老师，原复旦大学数学系的一位老师，是我老板的同学，经常听老板说起，挺牛的一位老师……

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