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Théorie Probabiliste du Contrôle des Diffusions
| eBook ISBN: | 978-1-4704-0679-0 |
| Product Code: | MEMO/4/167.E |
| List Price: | $27.00 |
| MAA Member Price: | $24.30 |
| AMS Member Price: | $16.20 |
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Théorie Probabiliste du Contrôle des Diffusions
| eBook ISBN: | 978-1-4704-0679-0 |
| Product Code: | MEMO/4/167.E |
| List Price: | $27.00 |
| MAA Member Price: | $24.30 |
| AMS Member Price: | $16.20 |
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Book DetailsMemoirs of the American Mathematical SocietyVolume: 4; 1976; 130 ppMSC: Primary 93; Secondary 49; 60
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Table of Contents
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Chapters
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I. Rappels
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II. Problemes de controle stochastique: Methode generale
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III. Les diffusions et leurs martingales
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IV. Le probleme de controle des diffusions
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V. Applications aux processus tues sur un borelien
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VI. Processus à mort controlée et applications
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VII. Glissement optimal sur une frontière
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RequestsReview Copy – for publishers of book reviewsPermission – for use of book, eBook, or Journal contentAccessibility – to request an alternate format of an AMS title
- Book Details
- Table of Contents
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Volume: 4; 1976; 130 pp
MSC: Primary 93; Secondary 49; 60
-
Chapters
-
I. Rappels
-
II. Problemes de controle stochastique: Methode generale
-
III. Les diffusions et leurs martingales
-
IV. Le probleme de controle des diffusions
-
V. Applications aux processus tues sur un borelien
-
VI. Processus à mort controlée et applications
-
VII. Glissement optimal sur une frontière
Review Copy – for publishers of book reviews
Permission – for use of book, eBook, or Journal content
Accessibility – to request an alternate format of an AMS title
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