Titlebook: Stochastic Controls; Hamiltonian Systems Jiongmin Yong,Xun Yu Zhou Book 1999 Springer Science+Business Media New York 1999 Martingale.Sto

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The Relationship Between the Maximum Principle and Dynamic Programming,nt these two approaches have been developed separately and independently. Hence, a natural question arises: Are there any relations between these two? In this chapter we are going to address this question.

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Jiongmin Yong,Xun Yu Zhouation of reactive transport simulation models. The aim of numerical studies of recent hydrothermal systems is to set-up or evaluate conceptual models of geothermal areas which are able to describe the processes of fluid flow and heat transfer as well as to explain the formation of observed alteratio

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Jiongmin Yong,Xun Yu Zhouears that the data contains outliers. Thus, a reliable parameter estimation procedure is necessary that delivers parameter estimates insensitive (robust) to errors in measurements..Another difficulty that occurs in practical applications is that the experiments performed to obtain measurements for p