结果：找到“viscosity solution”相关内容8个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Controlled Markov Processes and Viscosity Solutions
10 个回复 - 2557 次查看 This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control p ...2015-4-19 14:53 - lasgpope - 量化投资
10 个回复 - 2557 次查看 This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control p ...2015-4-19 14:53 - lasgpope - 量化投资
Controlled Markov Processes and Viscosity Solutions（2ed）
2 个回复 - 2772 次查看 关于连续时间Markov过程随机控制与粘性解的经典书籍,第2版，目前的最新版本。 This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosit ...2014-11-2 20:36 - wenyu - 金融学（理论版）
2 个回复 - 2772 次查看 关于连续时间Markov过程随机控制与粘性解的经典书籍,第2版，目前的最新版本。 This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosit ...2014-11-2 20:36 - wenyu - 金融学（理论版）
Controlled Markov Processes and Viscosity Solutions
3 个回复 - 2754 次查看 Controlled Markov Processes and Viscosity Solutions-author: Fleming2009-7-19 05:44 - math_dsh - Forum
3 个回复 - 2754 次查看 Controlled Markov Processes and Viscosity Solutions-author: Fleming2009-7-19 05:44 - math_dsh - Forum
Optimal_Control_and_Viscosity_Solutions_of_Hamilton_Jacobi_Bellman_Equations
1 个回复 - 2571 次查看 Optimal_Control_and_Viscosity_Solutions_of_Hamilton_Jacobi_Bellman_Equations__Modern_Birkh__user_Classics_HJB方程经典教材2011-6-10 17:15 - gavin0011 - 经济金融数学专区
1 个回复 - 2571 次查看 Optimal_Control_and_Viscosity_Solutions_of_Hamilton_Jacobi_Bellman_Equations__Modern_Birkh__user_Classics_HJB方程经典教材2011-6-10 17:15 - gavin0011 - 经济金融数学专区
Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
3 个回复 - 3591 次查看 Bardi, Martino, Capuzzo-Dolcetta, Italo Originally published in the series: Systems & Control: Foundations & Applications 1st ed. 1997. 2nd printing, 1997, XX, 570 p. 17 illus., Softcove ...2011-3-8 09:15 - future1984 - 博弈论
3 个回复 - 3591 次查看 Bardi, Martino, Capuzzo-Dolcetta, Italo Originally published in the series: Systems & Control: Foundations & Applications 1st ed. 1997. 2nd printing, 1997, XX, 570 p. 17 illus., Softcove ...2011-3-8 09:15 - future1984 - 博弈论
viscosity solution of nonlinear second
0 个回复 - 1391 次查看 viscosity solution of nonlinear second order elliptic pdes associated with impulse control problem ii2010-1-8 00:05 - zengyan1984 - 论文版
0 个回复 - 1391 次查看 viscosity solution of nonlinear second order elliptic pdes associated with impulse control problem ii2010-1-8 00:05 - zengyan1984 - 论文版
Stochastic Verification Theorems within the Framework of Viscosity Solutions
0 个回复 - 1539 次查看 Stochastic Verification Theorems within the Framework of Viscosity Solutions2010-1-7 23:15 - zengyan1984 - 论文版
0 个回复 - 1539 次查看 Stochastic Verification Theorems within the Framework of Viscosity Solutions2010-1-7 23:15 - zengyan1984 - 论文版
Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions
0 个回复 - 1272 次查看 Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions2010-1-7 23:15 - zengyan1984 - 论文版
0 个回复 - 1272 次查看 Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions2010-1-7 23:15 - zengyan1984 - 论文版
