Control estocástico. Una visión general

dc.contributor.authorCerdá Tena, Emilio
dc.description.abstractEn este trabajo se pretende dar una visión general de la Teoría de Control Estocástico. Comenzaremos estudiando el control estocástico en tiempo continuo, en donde se formula el problema y se llega a la generalización de la ecuación de Hamilton-Jacob-Bellman para este caso, posteriormente se considera el caso de tiempo discreto, formulando el problema, revisando los casos de información completa e incompleta y estudiando el problema de estimación, como aspectos más importantes.
dc.description.facultyFac. de Ciencias Económicas y Empresariales
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dc.publisherFacultad de Ciencias Económicas y Empresariales. Decanato
dc.relation.ispartofseriesDocumentos de trabajo de la Facultad de Ciencias Económicas y Empresariales
dc.rightsAtribución-NoComercial-CompartirIgual 3.0 España
dc.rights.accessRightsopen access
dc.subject.keywordControl estocástico
dc.subject.keywordTeoría de control
dc.subject.ucmTeorías económicas
dc.subject.unesco5307 Teoría Económica
dc.titleControl estocástico. Una visión general
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