Application of Stochastic Differential Equation and Optimal Control for Engineering Problems

Abstract:

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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)

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

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Price:

$35.00

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