£105.94

Springer Controlled Diffusion Processes: 14 - Math Textbook

Name: Springer Controlled Diffusion Processes: 14 - Math Textbook
Brand: Springer
Price: 105.94 GBP
Availability: InStock

Electronics & Communications Engineering

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Description

Expand your mathematical knowledge with Controlled Diffusion Processes: 14, part of the Stochastic Modelling and Applied Probability series from Springer. This academic text explores the development of stochastic control theory, a field that began seeing intensive growth in the late 1950s and early 1960s. The book examines the history and evolution of optimal stochastic control, including the use of the quadratic performance criterion. It covers the foundational steps taken by researchers like Girsanov and Howard in constructing a general theory. Readers can study how these advancements built upon Bellman's technique of dynamic programming to address complex engineering problems. This volume is designed for students and professionals in science, nature, and mathematics who require a deep understanding of stochastic modelling and applied probability. It serves as a technical resource for those studying the different branches of stochastic control theory and its applications in modern engineering and mathematics.

Key Features

Part of the professional Stochastic Modelling and Applied Probability series by Springer.

Covers the historical development of stochastic control theory from the late 1950s.

Provides detailed information on optimal stochastic control using quadratic performance criteria.

Explores the construction of general theory based on Bellman's dynamic programming techniques.

Discusses the foundational work of key researchers including Girsanov and Howard.

Analyzes how different types of engineering problems influence stochastic control theory.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 1461260531
Category: Books > Subjects > Science, Nature & Maths > Engineering & Technology > Electronics & Communications Engineering
Domain: Amazon UK
Publication Date: 12 October 2011
Listed Since: 21 December 2012

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Springer Controlled Diffusion Processes: 14 - Math Textbook

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