02064nam 2200469 450 00001537420050718115600.00-387-98723-120030725d1999----km-y0itay0103----baengUSStochastic controlsHamiltonian systems and HJB equationsJiongmin Yong, Xun Yu ZhouNew York [etc.]Springerc1999XX, 438 p.25 cm.Applications of mathematics432001Applications of mathematicsTeoria del controlloOttimizzazione matematicaEquazioni di Hamilton629.8312(21. ed.)Ingegneria dei controlli automatici. Teoria dei controlli93E20System theory; control. Stochastic systems and control. Optimal stochastic control49-XXCalculus of variations and optimal control; optimization60H30Probability theory and stochastic processes. Applications of stochastic analysis91B28Game theory, economics, social and behavioral sciences. Mathematical economics. Finance, portfolios, investment70H20Mechanics of particles and systems. Hamiltonian and Lagrangian mechanics. Hamilton-Jacobi equations35C15Partial differential equations. Representations of solutions. Integral representations of solutions of PDEYong,Jiongmin57163Zhou,Xun Yu57164ITUniversità della Basilicata - B.I.A.RICAunimarc000015374Stochastic controls83363UNIBASMONSCISCIENZEEXT0020120030725BAS01160220050601BAS011755batch0120050718BAS01105220050718BAS01111120050718BAS01114120050718BAS011156BAS01BAS01BOOKBASA5Dipartimento MatematicaGENCollezione generaleMAT5111M51112003072551Riservati