Publication: Control estocástico. Una visión general
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1991
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Facultad de Ciencias Económicas y Empresariales. Decanato
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Abstract
En 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.
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Teorías económicas
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5307 Teoría Económica
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