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Table of contents (7 chapters)
Reviews
From the reviews:
SIAM REVIEW
"The presentation of this book is systematic and self-contained…Summing up, this book is a very good addition to the control literature, with original features not found in other reference books. Certain parts could be used as basic material for a graduate (or postgraduate) course…This book is highly recommended to anyone who wishes to study the relationship between Pontryagin’s maximum principle and Bellman’s dynamic programming principle applied to diffusion processes."
MATHEMATICS REVIEW
This is an authoratative book which should be of interest to researchers in stochastic control, mathematical finance, probability theory, and applied mathematics. Material out of this book could also be used in graduate courses on stochastic control and dynamic optimization in mathematics, engineering, and finance curricula. Tamer Basar, Math. Review
Authors and Affiliations
Bibliographic Information
Book Title: Stochastic Controls
Book Subtitle: Hamiltonian Systems and HJB Equations
Authors: Jiongmin Yong, Xun Yu Zhou
Series Title: Stochastic Modelling and Applied Probability
DOI: https://doi.org/10.1007/978-1-4612-1466-3
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 1999
Hardcover ISBN: 978-0-387-98723-1Published: 22 June 1999
Softcover ISBN: 978-1-4612-7154-3Published: 27 September 2012
eBook ISBN: 978-1-4612-1466-3Published: 06 December 2012
Series ISSN: 0172-4568
Series E-ISSN: 2197-439X
Edition Number: 1
Number of Pages: XXII, 439