Stochastic Control Theory
作者： Jati K. Sengupta , Phillip Fanchon
DOI: 10.1007/978-1-4615-6285-6_4
关键词: Continuous-time stochastic process 、 Discrete-time stochastic process 、 Geometric Brownian motion 、 Stochastic calculus 、 Mathematical optimization 、 Stochastic control 、 Stochastic process 、 Stochastic optimization 、 Computer science 、 Stochastic modelling
摘要: Methods of applied stochastic control may be viewed as extensions the deterministic approach in two ways. One is characterization process over time that generate model. The second estimation aspect where parameters model are assumed to unknown, and series data used for estimating those parameters.
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sci-hub.st 参考文章(18)
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