搜索结果: 1-1 共查到“统计学史 Diffusion processes”相关记录1条 . 查询时间(0.037 秒)
Controlled diffusion processes
controlled diffusions optimal control dynamic programming Hamilton-Jacobi-Bellman equations partial observations
2009/5/18
This article gives an overview of the developments in controlled diffusion processes, emphasizing key results regarding existence of optimal controls and their characterization via dynamic programming...