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| 008 | 150903s2009 xxu| o |||| 0|eng d | ||
| 020 |
_a9780387766171 _99780387766171 |
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| 024 | 7 |
_a10.1007/9780387766171 _2doi |
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| 035 | _avtls000332722 | ||
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_a201509030235 _bVLOAD _c201404122232 _dVLOAD _c201404092003 _dVLOAD _y201402041036 _zstaff |
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_aMX-SnUAN _bspa _cMX-SnUAN _erda |
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| 100 | 1 |
_aSeierstad, Atle. _eautor _9303484 |
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| 245 | 1 | 0 |
_aStochastic Control in Discrete and Continuous Time / _cby Atle Seierstad. |
| 264 | 1 |
_aBoston, MA : _bSpringer US, _c2009. |
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| 300 |
_ax, 222 páginas _brecurso en línea. |
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| 336 |
_atexto _btxt _2rdacontent |
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| 337 |
_acomputadora _bc _2rdamedia |
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| 338 |
_arecurso en línea _bcr _2rdacarrier |
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| 347 |
_aarchivo de texto _bPDF _2rda |
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| 500 | _aSpringer eBooks | ||
| 505 | 0 | _aStochastic Control over Discrete Time -- The HJB Equation for Deterministic Control -- Piecewise Deterministic Optimal Control Problems -- Control of Diffusions -- Appendix: Probability, Concepts, and Results. | |
| 520 | _aThis 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. | ||
| 590 | _aPara consulta fuera de la UANL se requiere clave de acceso remoto. | ||
| 710 | 2 |
_aSpringerLink (Servicio en línea) _9299170 |
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| 776 | 0 | 8 |
_iEdición impresa: _z9780387766164 |
| 856 | 4 | 0 |
_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-0-387-76617-1 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL) |
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_c279257 _d279257 |
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