This book covers the optimal control of solutions of fully observable Ito-type stochastic differential equations. It proves the validity of the Bellman differential equation for payoff functions and develops rules for optimal control strategies.
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This book covers the optimal control of solutions of fully observable Ito-type stochastic differential equations. It proves the validity of the Bellman differential equation for payoff functions and develops rules for optimal control strategies.
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Add this copy of Controlled Diffusion Processes (Stochastic Modelling to cart. $81.31, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2008 by Springer.
Add this copy of Controlled Diffusion Processes (Stochastic Modelling to cart. $97.18, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1980 by Springer.
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Add this copy of Controlled Diffusion Processes to cart. $99.46, like new condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2008 by Springer.
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Fine. Trade paperback (US). Glued binding. 310 p. Contains: Unspecified. Stochastic Modelling and Applied Probability, 14. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Controlled Diffusion Processes to cart. $103.34, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2008 by Springer.
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Fine. Trade paperback (US). Glued binding. 310 p. Contains: Unspecified. Stochastic Modelling and Applied Probability, 14. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Controlled Diffusion Processes (Stochastic Modelling to cart. $155.56, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1980 by Springer.
