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stochastic controls (in English)
Yong,Zhou (Author)
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stochastic controls (in English) - yong,zhou
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Synopsis "stochastic controls (in English)"
the maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. these approaches have been developed independently. the theme of this book is to unify these two approaches, and to demonstrate that the viscosity solution theory provides the framework to unify them.
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The book is written in English.
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