Probability methods for approximations in stochastic control and for elliptic equations /
Collection : Mathematics in science and engineering ; . v. 129 Détails physiques : 1 online resource (xvii, 243 pages). ISBN :9780080956381 (electronic bk.); 0080956386 (electronic bk.); 1282755439; 9781282755437.
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Differential equations, Elliptic.
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Approximation theory.
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Probabilities.
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approximation commande.
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approximation équation.
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chaîne Markov.
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commande stochastique.
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système stochastique.
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équation elliptique.
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théorie approximation.
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équation différentielle stochastique.
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théorie commande.
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Commande, Théorie de la.
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Approximation, Théorie de l'
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Probabilités.
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Équations différentielles elliptiques.
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MATHEMATICS
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Probability & Statistics
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General.
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Approximation theory.
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Differential equations, Elliptic.
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Probabilities.
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Stochastic control theory.
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Probabilités.
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Commande, Théorie de la.
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Équations différentielles elliptiques.
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Approximation.
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Elliptische Differentialgleichung.
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Stochastische Approximation.
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Stochastische Kontrolltheorie.
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Electronic books.
Includes bibliographical references (pages 237-239).
Includes indexes.
Front Cover; Probability Methods for Approximations in Stochastic Control and for Elliptic Equations; Copyright Page; Contents; Preface; Acknowledgments; Chapter 1. Probability Background; Chapter 2. Weak Convergence of Probability Measures; Chapter 3. Markov Chains and Control Problems with Markov Chain Models; Chapter 4. Elliptic and Parabolic Equations and Functionals of Diffusions; Chapter 5. A Simple Application of the Invariance Theorems; Chapter 6. Elliptic Equations and Uncontrolled Diffusions; Chapter 7. Approximations for Parabolic Equations and Nonlinear Filtering Problems.
Description based on print version record.
Probability methods for approximations in stochastic control and for elliptic equations.
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