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Wednesday, November 11, 2020 | History

3 edition of Stochastic control theory and stochastic differential systems found in the catalog.

Stochastic control theory and stochastic differential systems

proceedings of a workshop of the "Sonderforschungsbereich 72 ders Deutschen Forschungsgemeinschaft an der Universita t Bonn" which took place in January 1979 at Bad Honnef

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  • 27 Currently reading

Published by Springer-Verlag in Berlin, New York .
Written in English

    Subjects:
  • Control theory -- Congresses.,
  • Stochastic differential equations -- Congresses.

  • Edition Notes

    Statementedited by M. Kohlmann and W. Vogel.
    SeriesLecture notes in control and information sciences -- v. 16., Lecture notes in control and information sciences -- 16.
    ContributionsKohlmann, M., Vogel, Walter., Deutsche Forschungsgemeinschaft., Sonderforschungsbereich 72., Universita t Bonn.
    The Physical Object
    Paginationxii, 615 p. :
    Number of Pages615
    ID Numbers
    Open LibraryOL14189833M
    ISBN 103540094806


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Stochastic Control Theory and Stochastic Differential Systems Proceedings of a Workshop of the „Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität Bonn“ which took place in January at Bad Honnef.

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While the tools of optimal control of stochastic differential systems are taught in many graduate programs in applied mathematics and operations research, I was intrigued by the fact that game theory, andespecially the theory of stochastic differ. Stochastic Calculus and Stochastic Models In the elementary theory of differential equations, there is a formula for the solution of a single linear equation.

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