LIBROS DEL AUTOR: makiko nisio

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  • Stochastic Control Theory
    Makiko Nisio
    This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems.First we consider completely observable control problems with finite horizons. Using a time discretization we construct a nonlinear semigroup related to the dynamic programming principle (DPP), whose gene...
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