Paper Title:
Application of Stochastic Differential Equation and Optimal Control for Engineering Problems
  Abstract

Stochastic differential equations(SDEs) is fundamental for the modeling in engineering and science. The goal of this paper is study optimal control of the solution a SDE. We consider the optimal control for risky stocks stochastic model with using of the SDE.

  Info
Periodical
Advanced Materials Research (Volumes 383-390)
Chapter
Chapter 5: Computer-Aided Design in Materials Engineering
Edited by
Wu Fan
Pages
972-975
DOI
10.4028/www.scientific.net/AMR.383-390.972
Citation
R. Rezaeyan, "Application of Stochastic Differential Equation and Optimal Control for Engineering Problems", Advanced Materials Research, Vols. 383-390, pp. 972-975, 2012
Online since
November 2011
Authors
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Price
$32.00
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