fibula
发表于 2025-3-25 04:08:23
Controlled Diffusion Processes978-3-540-70914-5Series ISSN 0172-4568 Series E-ISSN 2197-439X
木讷
发表于 2025-3-25 09:02:40
Handbibliothek für Bauingenieurean interval of time; the points on this interval are, as a rule, denoted by ., .... denotes an open set in Euclidean space, . the closure of ., and . the boundary of .... denotes an open set in .; the points of . are expressed as (.,.) where .∈., .∈.. .′. denotes the parabolic boundary of . (see Section 4.5).
declamation
发表于 2025-3-25 14:40:13
Fredric D. Wolinsky Ph.D.,Connie Lea Arnold.(.,.), and .(.,.) are bounded functions of . for each (.,.). The objective of Chapter 6 is to carry the results obtained in Chapters 3–5 over to controlled processes with coefficients unbounded with respect to ., and also to consider controlled processes on an infinite time interval.
multiply
发表于 2025-3-25 18:30:22
https://doi.org/10.1007/978-3-540-70914-5diffusion; diffusion process; diffusion process (statistic); fully nonlinear equations; linear optimizat
Inordinate
发表于 2025-3-25 22:43:46
978-3-540-70913-8Springer-Verlag Berlin Heidelberg 1980
committed
发表于 2025-3-26 02:00:00
Handbibliothek für Bauingenieuren processes. In Sections 1 and 2 we formulate the basic problems and indicate methods of solution. We omit rigorous proofs, our arguments being of a purely heuristic nature. In our opinion, the simplicity of the ideas at the basic level justifies our confidence in our ability to solve seemingly comp
Diluge
发表于 2025-3-26 07:48:04
Handbibliothek für Bauingenieurean interval of time; the points on this interval are, as a rule, denoted by ., .... denotes an open set in Euclidean space, . the closure of ., and . the boundary of .... denotes an open set in .; the points of . are expressed as (.,.) where .∈., .∈.. .′. denotes the parabolic boundary of . (see Sec
归功于
发表于 2025-3-26 11:47:04
https://doi.org/10.1007/978-3-662-40046-3em. Our attention is focused on proving the continuity property of a payoff function as well as proving different versions of Bellman’s principle, and, furthermore, proving the fact that strategies which are close to optimal ones can be found among natural strategies. In Chapter 5 we shall discuss t
减去
发表于 2025-3-26 15:38:04
https://doi.org/10.1007/978-3-662-40050-0mit from one process to another, the validity of Bellman’s principle of various forms, etc. The assumptions we have made are rather weak. In this chapter we shall see that by making additional assumptions on the smoothness of initial objects, we can prove some smoothness of the payoff functions as w
苦恼
发表于 2025-3-26 19:56:20
George L. Maddox,M. Powell Lawtonose to optimal. In this chapter we show how one can find .-optimal strategies in optimal control problems which were discussed in Chapters 3 and 4. Recall that we proved in Chapter 3 that one can always find .-optimal strategies in the class of natural strategies. In this chapter we focus our attent