Stochastic Controls PDF book is popular Mathematics book written by Jiongmin Yong. The book was released by Springer Science & Business Media on 2012-12-06 with total hardcover pages 459. Fast download link is given in this page, you could read Stochastic Controls by Jiongmin Yong in PDF, epub and kindle directly from your devices.
As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic
Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand,
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze c
This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic contro
Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest de