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Probability methods for approximations in stochastic control and for elliptic equations /

Probability methods for approximations in stochastic control and for elliptic equations.

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Bibliographic Details
Main Authors:	Kushner, Harold J. (Harold Joseph), 1933-
Corporate Authors:	Elsevier Science & Technology.
Published:	Academic Press,
Publisher Address:	New York :
Publication Dates:	1977.
Literature type:	eBook
Language:	English
Series:	Mathematics in science and engineering ; v. 129
Subjects:	Stochastic control theory. Differential equations, Elliptic. Approximation theory. Probabilities. approximation commande. approximation e quation. chai ne Markov. Commande stochastique. syste me stochastique. e quation elliptique. the orie approximation. e quation diffe rentielle stochastique. the orie commande. Commande, The orie de la. Approximation, The orie de l' Probabilite s. E quations diffe rentielles elliptiques. MATHEMATICS > General. > General. approximation. Elliptische Differentialgleichung Stochastische Approximation. Stochastische Kontrolltheorie Electronic books.
Online Access:	http://www.sciencedirect.com/science/bookseries/00765392/129
Summary:	Probability methods for approximations in stochastic control and for elliptic equations.
Item Description:	Includes indexes.
Carrier Form:	1 online resource (xvii, 243 pages).
Bibliography:	Includes bibliographical references (pages 237-239).
ISBN:	9780080956381 0080956386 1282755439 9781282755437 0124301401 9780124301405
Index Number:	QA402
CLC:	O231
Contents:	Front Cover; Probability Methods for Approximations in Stochastic Control and for Elliptic Equations; Copyright Page; Contents; Preface; Acknowledgments; Chapter 1. Probability Background; Chapter 2. Weak Convergence of Probability Measures; Chapter 3. Markov Chains and Control Problems with Markov Chain Models; Chapter 4. Elliptic and Parabolic Equations and Functionals of Diffusions; Chapter 5. A Simple Application of the Invariance Theorems; Chapter 6. Elliptic Equations and Uncontrolled Diffusions; Chapter 7. Approximations for Parabolic Equations and Nonlinear Filtering Problems.