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Found 2 from your keywords: author=Makiko Nisio
cover
Stochastic Control Theory
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Makiko Nisio

This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider completely observable control problems with finite horizons. Using a time discretization we construct a nonlinear semigroup related to the dynamic programming principle (DPP), whose generator provide…

Edition
-
ISBN/ISSN
978-4-431-55123-2
Collation
-
Series Title
XV, 250
Call Number
-
cover
Stochastic Control Theory
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Makiko Nisio

The purpose of this book is to provide an introduction to stochastic controls theory, via the method of dynamic programming. The dynamic programming principle, originated by R. Bellman in 1950s, is known as the two stage optimization procedure. When we control the behavior of a stochastic dynamical system in order to optimize some payoff or cost function, which depends on the control inputs…

Edition
-
ISBN/ISSN
978-4-431-55123-2
Collation
-
Series Title
-
Call Number
-