Stochastische Steuerung: Hamiltonsche Systeme und Hjb-Gleichungen, Hardcover von Yon...
159,77 €
The system consisting of the adjoint equa tion, the original state equation, and the maximum condition is referred to as an (extended) Hamiltonian system. This is known as a Hamilton-Jacobi-Bellman (HJB) equation.
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