CURRENTLY SOLD OUT

Controlled Diffusion Processes by N.V. Krylov (Paperback, 2011)

About this product

Product Information

Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. During that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in W onham [76J). At the same time, Girsanov [25J and Howard [26J made the first steps in constructing a general theory, based on Bellman's technique of dynamic programming, developed by him somewhat earlier [4J. Two types of engineering problems engendered two different parts of stochastic control theory. Problems of the first type are associated with multistep decision making in discrete time, and are treated in the theory of discrete stochastic dynamic programming. For more on this theory, we note in addition to the work of Howard and Bellman, mentioned above, the books by Derman [8J, Mine and Osaki [55J, and Dynkin and Yushkevich [12]. Another class of engineering problems which encouraged the development of the theory of stochastic control involves time continuous control of a dynamic system in the presence of random noise. The case where the system is described by a differential equation and the noise is modeled as a time continuous random process is the core of the optimal control theory of diffusion processes. This book deals with this latter theory.

Product Identifiers

Publisher
Springer-Verlag New York Inc.
ISBN-13
9781461260530
eBay Product ID (ePID)
189526061

Product Key Features

Author
N.V. Krylov
Publication Name
Controlled Diffusion Processes
Format
Paperback
Language
English
Subject
Mathematics
Publication Year
2011
Type
Textbook
Number of Pages
308 Pages

Dimensions

Item Height
235mm
Item Width
155mm
Volume
14
Item Weight
498g

Additional Product Features

Title_Author
N.V. Krylov
Series Title
Stochastic Modelling and Applied Probability
Country/Region of Manufacture
United States

Best Selling in Adult Learning & University

See all

Current slide {CURRENT_SLIDE} of {TOTAL_SLIDES}- Best Selling in Adult Learning & University

Permaculture: A Designer's Manual by Bill Mollison (Hardcover, 1988)
5.0 out of 5 stars based on 12 product ratings
AU $180.00 New
AU $79.95 Used
Australian Native Bee Book: Keeping Stingless Bee Hives for Pets, Pollination and Sugarbag Honey by Tim Heard (Paperback, 2015)
4.9 out of 5 stars based on 157 product ratings
AU $39.98 New
AU $31.50 Used
The Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by Adam Grubb, Annie Raser-Rowland (2012, Paperback)
4.8 out of 5 stars based on 88 product ratings
AU $19.95 New
AU $13.00 Used
Empire of the Summer Moon: Quanah Parker and the Rise and Fall of the Comanches, the Most Powerful Indian Tribe in American History by S.C. Gwynne (Paperback, 2011)
5.0 out of 5 stars based on 1 product rating
AU $31.33 New
---- Used
Botanical Field Guide by Stefan Mager (Fold-out book or chart, 2021)
4.5 out of 5 stars based on 4 product ratings
AU $15.00 New
---- Used
Linux Basics For Hackers: Getting Started with Networking, Scripting, and Security in Kali by OccupyTheWeb (Paperback, 2018)
5.0 out of 5 stars based on 1 product rating
AU $45.99 New
AU $30.00 Used
The Hundred Years' War on Palestine: A History of Settler Colonial Conquest and Resistance by Rashid I. Khalidi (Paperback, 2020)
5.0 out of 5 stars based on 1 product rating
AU $27.08 New
---- Used

Save on Adult Learning & University

Current slide {CURRENT_SLIDE} of {TOTAL_SLIDES}- Save on Adult Learning & University

The Australian Native Bee Hive Book: Keeping Stingless Sugarbag OATH Tim Heard
AU $31.98
Trending at AU $35.57
Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by A
AU $19.95
Trending at AU $20.66
Netter Atlas of Human Anatomy: Classic Regional Approach
AU $113.94
Trending at AU $122.14
The Red Book: Liber Novus by Carl Gustav Jung (English) Hardcover Book
AU $322.59
Trending at AU $335.56
The Indoctrinated Brain: How to Successfully Fend Off the Global Attack on Your
AU $49.95
Trending at AU $57.84
Classical Mechanics: The Theoretical Minimum by George Hrabovsky
AU $27.46
Trending at AU $31.59

Shop by category

Controlled Diffusion Processes by N.V. Krylov (Paperback, 2011)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

Best Selling in Adult Learning & University

Permaculture: A Designer's Manual by Bill Mollison (Hardcover, 1988)

Australian Native Bee Book: Keeping Stingless Bee Hives for Pets, Pollination and Sugarbag Honey by Tim Heard (Paperback, 2015)

The Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by Adam Grubb, Annie Raser-Rowland (2012, Paperback)

Empire of the Summer Moon: Quanah Parker and the Rise and Fall of the Comanches, the Most Powerful Indian Tribe in American History by S.C. Gwynne (Paperback, 2011)

Botanical Field Guide by Stefan Mager (Fold-out book or chart, 2021)

Linux Basics For Hackers: Getting Started with Networking, Scripting, and Security in Kali by OccupyTheWeb (Paperback, 2018)

The Hundred Years' War on Palestine: A History of Settler Colonial Conquest and Resistance by Rashid I. Khalidi (Paperback, 2020)

Save on Adult Learning & University

The Australian Native Bee Hive Book: Keeping Stingless Sugarbag OATH Tim Heard

Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by A

Netter Atlas of Human Anatomy: Classic Regional Approach

The Red Book: Liber Novus by Carl Gustav Jung (English) Hardcover Book

The Indoctrinated Brain: How to Successfully Fend Off the Global Attack on Your

Classical Mechanics: The Theoretical Minimum by George Hrabovsky

You may also like

Non-Fiction Image Processing Paperback Fiction & Books

Paperback Textbooks 2011-Now

Image Processing Non-Fiction Hardcover Books

Business, Economics Paperback Textbooks 2011-Now

Non-Fiction Image Processing Fiction & Non-Fiction Books

Paperback Calendars (Current)