£109.43

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£109 today · all-time low £108 (Sep 2026) · usually £109

Springer Controlled Diffusion Processes - Stochastic Modelling Vol. 14

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Description

Controlled Diffusion Processes is the 14th volume in Springer's Stochastic Modelling and Applied Probability series, offering comprehensive coverage of stochastic control theory. This foundational text traces the development of optimal stochastic control from the late 1950s onwards, exploring the quadratic performance criterion and dynamic programming techniques established by key figures in the field. The book examines engineering applications that shaped two distinct branches of stochastic control theory, providing rigorous mathematical frameworks for understanding controlled diffusion processes. Essential for researchers, mathematicians, and engineers working with stochastic systems, this volume combines theoretical foundations with practical applications in control systems and probability theory.

Key Features

Part of Springer's Stochastic Modelling and Applied Probability series, volume 14, providing established academic authority.

Covers optimal stochastic control using quadratic performance criteria and dynamic programming methods.

Explores the historical development of stochastic control theory from the 1950s-1960s through modern applications.

Addresses engineering problems and real-world applications of controlled diffusion processes.

Product Specifications

Format
paperback
Domain
Amazon UK
Publication Date
12 October 2011
Listed Since
21 December 2012

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No barcode data available

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