首发: 史上最清晰,最流行的 最优控制 教课书 Optimal Control Theory 12 个回复 - 7795 次查看
首发史上最清晰,最流行的最优控制教课书
Optimal Control Theory: Applications to Management Science and Economics
Written by Sethi, Suresh P.; Thompson, Gerald L.
Published by Springer in 2006
...2010-10-15 03:40 - jchen321 - 金融工程(数量金融)与金融衍生品
关于optimal control theory的书(英文版) 2 个回复 - 1596 次查看Optimal_Control_Theory._An_Introduction.作者:Donald E.Kirk , 内容包括描述系统和评估其表现,dynamic programming,the calculus of variations and Pontryagin's minimum principle2013-1-15 08:12 - jack剑胆琴心 - 金融工程(数量金融)与金融衍生品
An Introduction to Mathematical Optimal Control Theory 2 个回复 - 2659 次查看
Chapter 1: IntroductionChapter 2: Controllability, bang-bang principleChapter 3: Linear time-optimal controlChapter 4: The Pontryagin Maximum PrincipleChapter 5: Dynamic programmingChapter 6: Game the ...2006-5-31 11:35 - xuning - 计量经济学与统计软件
An Introduction to Mathematical Optimal Control Theory 2 个回复 - 2171 次查看
An Introduction to Mathematical Optimal Control Theory
By
Lawrence C. Evans
Department of Mathematics
University of California, Berkeley
Chapter 1: Introduction
Chapter 2: Controllability, b ...2009-10-28 22:20 - guof1984 - 经济金融数学专区
分享一篇文章Stochastic Control Theory for Optimal Investment 0 个回复 - 1496 次查看
Stochastic Control Theory for Optimal Investment
Maritina T. Castillo
School of Actuarial Studies
Faculty of Commerce and Economics
University of New South Wales
E-mail:
and
Gilbert Parrocha
...2009-7-2 10:35 - 01261416 - 金融学(理论版)