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Paperback Stochastic Controls: Hamiltonian Systems and Hjb Equations Book

ISBN: 1461271541

ISBN13: 9781461271543

Stochastic Controls: Hamiltonian Systems and Hjb Equations

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Format: Paperback

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Book Overview

This monograph unifies the two key approaches in solving optimal control problems. The book will be of interest to researchers and graduate students in applied probability, control engineering, and econometrics.

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