0 Suka0 Tidak suka

0 tayangan6 halamanMay 22, 2017

© © All Rights Reserved

PDF, TXT atau baca online dari Scribd

© All Rights Reserved

0 tayangan

© All Rights Reserved

- EE 564-Stochastic Systems-Momin Uppal
- 9D61101 Advanced Mathematics for Communication Systems
- ES815 Stochastic Processes
- Risk-Neutral Probabilities Explained - Nicolas Gisiger
- Tankov Jump Processes Ch3
- Coordinating Lead Time and Safety Stock Decisions in 2echelon System
- stoch_proc_notes.pdf
- (17)a High-resolution Stochastic Model of Domestic Activity Patterns
- ME 4 Sem
- Predictive Analysis on Electric-power Supply and Demand in China
- Aulas PEA
- Bookss16 Whole Book v2
- 7_From Markov Layer Matrices to Equivalent-Media Systems
- Markov Kernel Wikipedia
- MIT6_042JS10_chap19
- svdthesis
- Lec13
- 832 PrCA Model CpG Detection a Ghosh
- JeffGreco_20070104_HJM
- psheet9

Anda di halaman 1dari 6

PART I

Abstract. In this article, we introduce a discretization scheme for generic control problems driven

by the Brownian motion filtration including path-dependent and non-semimartingale systems based

on a generic Wiener functional. The methodology provides a sound description of a rather general

class of stochastic control problems based on a class of Hamilton-Jacobi-Bellman-type equations

which is similar in spirit to the classical Markovian case. Based on selection measurable arguments

and transition probabilities of an underlying approximating random walk, we also provide a concrete

method of computing -optimal controls. The methodology is applied to a stochastic control problem

based on path-dependent SDEs under mild continuity assumptions on the value functional.

1. Introduction

2. Preliminaries

The paper is quite heavy with notation, so we summarize here a partial list for ease of reference:

UtT , Unk,m

e(k, t)

Pkn , nk , kn+1

Sk , Hk , A

ok,n , (ak0 . . . , akn1 ), (sk1 . . . , skn1 ), (ik1 , . . . , ikn ), bkn

k k

,z k

k,g

j , k,g

j

k

, e(k,T )

k,e(k,T )

Fj

k,e(k,T )

L(U0 ; OT (Fk ))

k

W

V k, V

DX ,k,h,j and DX ,k,2,j

2.1. Basic setup. In this article, we introduce a discretization scheme for generic control problems

driven by the Brownian motion filtration including path-dependent and non-semimartingale systems

based on a generic Wiener functional. The methodology provides a sound description of a rather gen-

eral class of stochastic control problems based on a class of Hamilton-Jacobi-Bellman-type equations

which is similar in spirit to the classical Markovian case. Based on selection measurable arguments

and transition probabilities of an underlying approximating random walk, we also provide a concrete

method of computing -optimal controls. The methodology is applied to a stochastic control problem

based on path-dependent SDEs under mild continuity assumptions on the value functional.In this arti-

cle, we introduce a discretization scheme for generic control problems driven by the Brownian motion

filtration including path-dependent and non-semimartingale systems based on a generic Wiener func-

tional. The methodology provides a sound description of a rather general class of stochastic control

problems based on a class of Hamilton-Jacobi-Bellman-type equations which is similar in spirit to the

classical Markovian case. Based on selection measurable arguments and transition probabilities of an

underlying approximating random walk, we also provide a concrete method of computing -optimal

controls. The methodology is applied to a stochastic control problem based on path-dependent SDEs

under mild continuity assumptions on the value functional.In this article, we introduce a discretization

scheme for generic control problems driven by the Brownian motion filtration including path-dependent

1991 Mathematics Subject Classification. Primary: C02; Secondary: G12.

1

2 STOCHASTIC OPTIMAL CONTROL FOR PATH-DEPENDENT SYSTEMS

and non-semimartingale systems based on a generic Wiener functional. The methodology provides a

sound description of a rather general class of stochastic control problems based on a class of Hamilton-

Jacobi-Bellman-type equations which is similar in spirit to the classical Markovian case. Based on

selection measurable arguments and transition probabilities of an underlying approximating random

walk, we also provide a concrete method of computing -optimal controls. The methodology is applied

to a stochastic control problem based on path-dependent SDEs under mild continuity assumptions on

the value functional.In this article, we introduce a discretization scheme for generic control problems

driven by the Brownian motion filtration including path-dependent and non-semimartingale systems

based on a generic Wiener functional. The methodology provides a sound description of a rather gen-

eral class of stochastic control problems based on a class of Hamilton-Jacobi-Bellman-type equations

which is similar in spirit to the classical Markovian case. Based on selection measurable arguments

and transition probabilities of an underlying approximating random walk, we also provide a concrete

method of computing -optimal controls. The methodology is applied to a stochastic control problem

based on path-dependent SDEs under mild continuity assumptions on the value functional.In this arti-

cle, we introduce a discretization scheme for generic control problems driven by the Brownian motion

filtration including path-dependent and non-semimartingale systems based on a generic Wiener func-

tional. The methodology provides a sound description of a rather general class of stochastic control

problems based on a class of Hamilton-Jacobi-Bellman-type equations which is similar in spirit to the

classical Markovian case. Based on selection measurable arguments and transition probabilities of an

underlying approximating random walk, we also provide a concrete method of computing -optimal

controls. The methodology is applied to a stochastic control problem based on path-dependent SDEs

under mild continuity assumptions on the value functional.In this article, we introduce a discretization

scheme for generic control problems driven by the Brownian motion filtration including path-dependent

and non-semimartingale systems based on a generic Wiener functional. The methodology provides a

sound description of a rather general class of stochastic control problems based on a class of Hamilton-

Jacobi-Bellman-type equations which is similar in spirit to the classical Markovian case. Based on

selection measurable arguments and transition probabilities of an underlying approximating random

walk, we also provide a concrete method of computing -optimal controls. The methodology is applied

to a stochastic control problem based on path-dependent SDEs under mild continuity assumptions on

the value functional.In this article, we introduce a discretization scheme for generic control problems

driven by the Brownian motion filtration including path-dependent and non-semimartingale systems

based on a generic Wiener functional. The methodology provides a sound description of a rather gen-

eral class of stochastic control problems based on a class of Hamilton-Jacobi-Bellman-type equations

which is similar in spirit to the classical Markovian case. Based on selection measurable arguments

and transition probabilities of an underlying approximating random walk, we also provide a concrete

method of computing -optimal controls. The methodology is applied to a stochastic control problem

based on path-dependent SDEs under mild continuity assumptions on the value functional.In this arti-

cle, we introduce a discretization scheme for generic control problems driven by the Brownian motion

filtration including path-dependent and non-semimartingale systems based on a generic Wiener func-

tional. The methodology provides a sound description of a rather general class of stochastic control

problems based on a class of Hamilton-Jacobi-Bellman-type equations which is similar in spirit to the

classical Markovian case. Based on selection measurable arguments and transition probabilities of an

underlying approximating random walk, we also provide a concrete method of computing -optimal

controls. The methodology is applied to a stochastic control problem based on path-dependent SDEs

under mild continuity assumptions on the value functional.

In this article, we introduce a discretization scheme for generic control problems driven by the

Brownian motion filtration including path-dependent and non-semimartingale systems based on a

generic Wiener functional. The methodology provides a sound description of a rather general class

of stochastic control problems based on a class of Hamilton-Jacobi-Bellman-type equations which

is similar in spirit to the classical Markovian case. Based on selection measurable arguments and

transition probabilities of an underlying approximating random walk, we also provide a concrete

STOCHASTIC OPTIMAL CONTROL FOR PATH-DEPENDENT SYSTEMS 3

method of computing -optimal controls. The methodology is applied to a stochastic control problem

based on path-dependent SDEs under mild continuity assumptions on the value functional.In this

article, we introduce a discretization scheme for generic control problems driven by the Brownian

motion filtration including path-dependent and non-semimartingale systems based on a generic Wiener

functional. The methodology provides a sound description of a rather general class of stochastic control

problems based on a class of Hamilton-Jacobi-Bellman-type equations which is similar in spirit to the

classical Markovian case. Based on selection measurable arguments and transition probabilities of an

underlying approximating random walk, we also provide a concrete method of computing -optimal

controls. The methodology is applied to a stochastic control problem based on path-dependent SDEs

under mild continuity assumptions on the value functional.

In this article, we introduce a discretization scheme for generic control problems driven by the

Brownian motion filtration including path-dependent and non-semimartingale systems based on a

generic Wiener functional. The methodology provides a sound description of a rather general class

of stochastic control problems based on a class of Hamilton-Jacobi-Bellman-type equations which is

similar in spirit to the classical Markovian case. Based on selection measurable arguments and transi-

tion probabilities of an underlying approximating random walk, we also provide a concrete method of

computing -optimal controls. The methodology is applied to a stochastic control problem based on

path-dependent SDEs under mild continuity assumptions on the value functional.In this article, we

introduce a discretization scheme for generic control problems driven by the Brownian motion filtra-

tion including path-dependent and non-semimartingale systems based on a generic Wiener functional.

The methodology provides a sound description of a rather general class of stochastic control problems

based on a class of Hamilton-Jacobi-Bellman-type equations which is similar in spirit to the classical

Markovian case. Based on selection measurable arguments and transition probabilities of an underly-

ing approximating random walk, we also provide a concrete method of computing -optimal controls.

The methodology is applied to a stochastic control problem based on path-dependent SDEs under mild

continuity assumptions on the value functional.In this article, we introduce a discretization scheme for

generic control problems driven by the Brownian motion filtration including path-dependent and non-

semimartingale systems based on a generic Wiener functional. The methodology provides a sound

description of a rather general class of stochastic control problems based on a class of Hamilton-

Jacobi-Bellman-type equations which is similar in spirit to the classical Markovian case. Based on

selection measurable arguments and transition probabilities of an underlying approximating random

walk, we also provide a concrete method of computing -optimal controls. The methodology is applied

to a stochastic control problem based on path-dependent SDEs under mild continuity assumptions on

the value functional.In this article, we introduce a discretization scheme for generic control problems

driven by the Brownian motion filtration including path-dependent and non-semimartingale systems

based on a generic Wiener functional. The methodology provides a sound description of a rather gen-

eral class of stochastic control problems based on a class of Hamilton-Jacobi-Bellman-type equations

which is similar in spirit to the classical Markovian case. Based on selection measurable arguments

and transition probabilities of an underlying approximating random walk, we also provide a concrete

method of computing -optimal controls. The methodology is applied to a stochastic control prob-

lem based on path-dependent SDEs under mild continuity assumptions on the value functional.In

this article, we introduce a discretization scheme for generic control problems driven by the Brown-

ian motion filtration including path-dependent and non-semimartingale systems based on a generic

Wiener functional. The methodology provides a sound description of a rather general class of sto-

chastic control problems based on a class of Hamilton-Jacobi-Bellman-type equations which is similar

in spirit to the classical Markovian case. Based on selection measurable arguments and transition

probabilities of an underlying approximating random walk, we also provide a concrete method of

computing -optimal controls. The methodology is applied to a stochastic control problem based on

path-dependent SDEs under mild continuity assumptions on the value functional.In this article, we

introduce a discretization scheme for generic control problems driven by the Brownian motion filtra-

tion including path-dependent and non-semimartingale systems based on a generic Wiener functional.

4 STOCHASTIC OPTIMAL CONTROL FOR PATH-DEPENDENT SYSTEMS

The methodology provides a sound description of a rather general class of stochastic control problems

based on a class of Hamilton-Jacobi-Bellman-type equations which is similar in spirit to the classical

Markovian case. Based on selection measurable arguments and transition probabilities of an underly-

ing approximating random walk, we also provide a concrete method of computing -optimal controls.

The methodology is applied to a stochastic control problem based on path-dependent SDEs under mild

continuity assumptions on the value functional.In this article, we introduce a discretization scheme for

generic control problems driven by the Brownian motion filtration including path-dependent and non-

semimartingale systems based on a generic Wiener functional. The methodology provides a sound

description of a rather general class of stochastic control problems based on a class of Hamilton-

Jacobi-Bellman-type equations which is similar in spirit to the classical Markovian case. Based on

selection measurable arguments and transition probabilities of an underlying approximating random

walk, we also provide a concrete method of computing -optimal controls. The methodology is applied

to a stochastic control problem based on path-dependent SDEs under mild continuity assumptions on

the value functional.In this article, we introduce a discretization scheme for generic control problems

driven by the Brownian motion filtration including path-dependent and non-semimartingale systems

based on a generic Wiener functional. The methodology provides a sound description of a rather gen-

eral class of stochastic control problems based on a class of Hamilton-Jacobi-Bellman-type equations

which is similar in spirit to the classical Markovian case. Based on selection measurable arguments

and transition probabilities of an underlying approximating random walk, we also provide a concrete

method of computing -optimal controls. The methodology is applied to a stochastic control prob-

lem based on path-dependent SDEs under mild continuity assumptions on the value functional.In

this article, we introduce a discretization scheme for generic control problems driven by the Brown-

ian motion filtration including path-dependent and non-semimartingale systems based on a generic

Wiener functional. The methodology provides a sound description of a rather general class of sto-

chastic control problems based on a class of Hamilton-Jacobi-Bellman-type equations which is similar

in spirit to the classical Markovian case. Based on selection measurable arguments and transition

probabilities of an underlying approximating random walk, we also provide a concrete method of

computing -optimal controls. The methodology is applied to a stochastic control problem based on

path-dependent SDEs under mild continuity assumptions on the value functional.In this article, we

introduce a discretization scheme for generic control problems driven by the Brownian motion filtra-

tion including path-dependent and non-semimartingale systems based on a generic Wiener functional.

The methodology provides a sound description of a rather general class of stochastic control problems

based on a class of Hamilton-Jacobi-Bellman-type equations which is similar in spirit to the classical

Markovian case. Based on selection measurable arguments and transition probabilities of an underly-

ing approximating random walk, we also provide a concrete method of computing -optimal controls.

The methodology is applied to a stochastic control problem based on path-dependent SDEs under mild

continuity assumptions on the value functional.In this article, we introduce a discretization scheme for

generic control problems driven by the Brownian motion filtration including path-dependent and non-

semimartingale systems based on a generic Wiener functional. The methodology provides a sound

description of a rather general class of stochastic control problems based on a class of Hamilton-

Jacobi-Bellman-type equations which is similar in spirit to the classical Markovian case. Based on

selection measurable arguments and transition probabilities of an underlying approximating random

walk, we also provide a concrete method of computing -optimal controls. The methodology is applied

to a stochastic control problem based on path-dependent SDEs under mild continuity assumptions on

the value functional.In this article, we introduce a discretization scheme for generic control problems

driven by the Brownian motion filtration including path-dependent and non-semimartingale systems

based on a generic Wiener functional. The methodology provides a sound description of a rather gen-

eral class of stochastic control problems based on a class of Hamilton-Jacobi-Bellman-type equations

which is similar in spirit to the classical Markovian case. Based on selection measurable arguments

and transition probabilities of an underlying approximating random walk, we also provide a concrete

method of computing -optimal controls. The methodology is applied to a stochastic control problem

STOCHASTIC OPTIMAL CONTROL FOR PATH-DEPENDENT SYSTEMS 5

based on path-dependent SDEs under mild continuity assumptions on the value functional.In this arti-

cle, we introduce a discretization scheme for generic control problems driven by the Brownian motion

filtration including path-dependent and non-semimartingale systems based on a generic Wiener func-

tional. The methodology provides a sound description of a rather general class of stochastic control

problems based on a class of Hamilton-Jacobi-Bellman-type equations which is similar in spirit to the

classical Markovian case. Based on selection measurable arguments and transition probabilities of an

underlying approximating random walk, we also provide a concrete method of computing -optimal

controls. The methodology is applied to a stochastic control problem based on path-dependent SDEs

under mild continuity assumptions on the value functional.In this article, we introduce a discretization

scheme for generic control problems driven by the Brownian motion filtration including path-dependent

and non-semimartingale systems based on a generic Wiener functional. The methodology provides a

sound description of a rather general class of stochastic control problems based on a class of Hamilton-

Jacobi-Bellman-type equations which is similar in spirit to the classical Markovian case. Based on

selection measurable arguments and transition probabilities of an underlying approximating random

walk, we also provide a concrete method of computing -optimal controls. The methodology is applied

to a stochastic control problem based on path-dependent SDEs under mild continuity assumptions on

the value functional.In this article, we introduce a discretization scheme for generic control problems

driven by the Brownian motion filtration including path-dependent and non-semimartingale systems

based on a generic Wiener functional. The methodology provides a sound description of a rather gen-

eral class of stochastic control problems based on a class of Hamilton-Jacobi-Bellman-type equations

which is similar in spirit to the classical Markovian case. Based on selection measurable arguments

and transition probabilities of an underlying approximating random walk, we also provide a concrete

method of computing -optimal controls. The methodology is applied to a stochastic control problem

based on path-dependent SDEs under mild continuity assumptions on the value functional.In this arti-

cle, we introduce a discretization scheme for generic control problems driven by the Brownian motion

filtration including path-dependent and non-semimartingale systems based on a generic Wiener func-

tional. The methodology provides a sound description of a rather general class of stochastic control

problems based on a class of Hamilton-Jacobi-Bellman-type equations which is similar in spirit to the

classical Markovian case. Based on selection measurable arguments and transition probabilities of an

underlying approximating random walk, we also provide a concrete method of computing -optimal

controls. The methodology is applied to a stochastic control problem based on path-dependent SDEs

under mild continuity assumptions on the value functional.In this article, we introduce a discretization

scheme for generic control problems driven by the Brownian motion filtration including path-dependent

and non-semimartingale systems based on a generic Wiener functional. The methodology provides a

sound description of a rather general class of stochastic control problems based on a class of Hamilton-

Jacobi-Bellman-type equations which is similar in spirit to the classical Markovian case. Based on

selection measurable arguments and transition probabilities of an underlying approximating random

walk, we also provide a concrete method of computing -optimal controls. The methodology is applied

to a stochastic control problem based on path-dependent SDEs under mild continuity assumptions on

the value functional.In this article, we introduce a discretization scheme for generic control problems

driven by the Brownian motion filtration including path-dependent and non-semimartingale systems

based on a generic Wiener functional. The methodology provides a sound description of a rather gen-

eral class of stochastic control problems based on a class of Hamilton-Jacobi-Bellman-type equations

which is similar in spirit to the classical Markovian case. Based on selection measurable arguments

and transition probabilities of an underlying approximating random walk, we also provide a concrete

method of computing -optimal controls. The methodology is applied to a stochastic control problem

based on path-dependent SDEs under mild continuity assumptions on the value functional.In this arti-

cle, we introduce a discretization scheme for generic control problems driven by the Brownian motion

filtration including path-dependent and non-semimartingale systems based on a generic Wiener func-

tional. The methodology provides a sound description of a rather general class of stochastic control

problems based on a class of Hamilton-Jacobi-Bellman-type equations which is similar in spirit to the

6 STOCHASTIC OPTIMAL CONTROL FOR PATH-DEPENDENT SYSTEMS

classical Markovian case. Based on selection measurable arguments and transition probabilities of an

underlying approximating random walk, we also provide a concrete method of computing -optimal

controls. The methodology is applied to a stochastic control problem based on path-dependent SDEs

under mild continuity assumptions on the value functional.

References

[1] Bertsekas, D.P. and Shreve, S. Stochsstic optimal control: The discrete-time case. Athena Scientific Belmomt

Massachusett, 1996.

[2] Coquet, F; M emin, J; Slominski, L. (2001). On weak convergence of filtrations. Lecture Notes in Math., 1755,

306-328.

[3] Cont, R and Lu, Y. Weak approximation of martingale representations. To appear in SPA.

[4] Ganssler, P and Stute, W. Wahrschein lichkeitstheorie. Springer-Verlag, Berlin, Heidelberg New York, 1977.

[5] He, S-w., Wang, J-g., and Yan, J-a. Semimartingale Theory and Stochastic Calculus, CRC Press, 1992.

[6] Jacod, J., and Skohorod. A.V. (1994). Jumping filtrations and martingales with finite variation. Lecture Notes in

Math. 1583, 21-35. Springer.

[7] Leao, D. and Ohashi, A. (2013). Weak approximations for Wiener functionals. Ann. Appl. Probab, 23, 4, 1660-1691.

[8] Leao,D. Ohashi, A. and Simas, A. B. Weak functional Ito calculus and applications. arXiv:1408.1423v2

[9] Memin, J. (2003). Stability of Doob-Meyer Decomposition Under Extended Convergence. Acta Mathematicae Ap-

plicatae Sinica, 19, 2, 177-190

[10] Nutz, M. and van Handel, R. (2013). Constructing Sublinear Expectations on Path Space.Stochastic Process. Appl,

123, 8, 3100-3121.

[11] Srivastava, S.M. A Course on Borel Sets, Springer-Verlag.

- EE 564-Stochastic Systems-Momin UppalDiunggah olehvik05
- 9D61101 Advanced Mathematics for Communication SystemsDiunggah olehsubbu
- ES815 Stochastic ProcessesDiunggah olehJkarlos Tl
- Risk-Neutral Probabilities Explained - Nicolas GisigerDiunggah olehjoelmc
- Tankov Jump Processes Ch3Diunggah olehfatcode27
- Coordinating Lead Time and Safety Stock Decisions in 2echelon SystemDiunggah olehrajatkashyap1
- stoch_proc_notes.pdfDiunggah olehdrhugh3891
- (17)a High-resolution Stochastic Model of Domestic Activity PatternsDiunggah olehEva Viskadouraki
- ME 4 SemDiunggah olehAbishek Abh
- Predictive Analysis on Electric-power Supply and Demand in ChinaDiunggah olehPatricio Leonardo
- Aulas PEADiunggah olehLuisCarlosMorgado
- Bookss16 Whole Book v2Diunggah olehfpttmm
- 7_From Markov Layer Matrices to Equivalent-Media SystemsDiunggah olehИнженер Луис А. Гарсиа
- Markov Kernel WikipediaDiunggah olehFRANCESCO222
- MIT6_042JS10_chap19Diunggah olehyaminiawasthi
- svdthesisDiunggah olehAvinash Jaiswal
- Lec13Diunggah olehspitzersglare
- 832 PrCA Model CpG Detection a GhoshDiunggah olehapi-3734494
- JeffGreco_20070104_HJMDiunggah olehfloqflo
- psheet9Diunggah olehMichael Corleone
- A Dynamic Correlation Modelling FrameworkDiunggah olehRajneesh Singh
- PH 509-Week-9 (1)Diunggah olehneha patel
- Final Project ReportDiunggah olehAbhinavJain
- 447Diunggah olehAnonymous MaUfbbza
- Chapter 5Diunggah olehJunheon Lee
- Grasselli_WishartCorrelationDiunggah olehginovainmona
- Snowflake to Avalanche: A Novel Metastable Consensus Protocol Family for CryptocurrenciesDiunggah olehseth Nimbosa
- Statistics with applicationDiunggah olehHieu Trinh Trung
- 1999 Modeling Term Structures of Default Able BondsDiunggah olehdsarkar2000
- Handwritten Signature Verification using Hybrid Wavelet Transform (HWT) – 2Diunggah olehiaetsdiaetsd

- Applying the SERVPERF Scale to Evaluate Quality of Care in Two Public Hospitals at Khanh Hoa Province, Vietnam(Final)Diunggah olehle_phung_5
- Signals and Systems EXTCDiunggah olehdindinpatalam
- Checklist for Thesis Quantitative and QualitativeDiunggah olehm.adnan711
- Section 1 - Hydrology and Water Balance ConceptsDiunggah olehErin Kilborn
- Method of Finding Multiple Root of a PolynomialDiunggah olehAmbrish Singh
- ID207 StructMethd Bk2 Alg2Diunggah olehlifimari
- ChE730Diunggah olehBeatriz Almeida
- Lagrange ReferenceDiunggah olehmarcoslemos1000
- Sequences and SeriesDiunggah olehManuel Antonio Ramirez Sansano
- Huang Multi Loop ControlDiunggah olehgatzke
- GATE 2013 Mathematics Previous Year Paper.pdfDiunggah olehprsnth
- homework 2.pdfDiunggah oleh鄧新弘
- Procurement Cloud Creating and Administering Analytics and ReportsDiunggah olehsieger74
- DeVry NR 501 Week 4 Concept Analysis Guidelines and Rubric Purpose – NEW 2016Diunggah olehamybrown
- All CLO and PLO for BSRS 2nd YearDiunggah olehdure
- LECTURE 3 Second Week Functions of Several Vareables S2 2015-2016Diunggah olehFaIz Fauzi
- Xbar ChartDiunggah olehmathyie
- MTH102Diunggah olehSaaleh Amin
- OptimetricsDiunggah olehRenata Nésio
- AP AB Manual(3) - Mastermathmentor.comDiunggah olehStanley
- Evans PDE Solution Chapter 6 Second-Order Elliptic EquationsDiunggah olehYeltsin Acahuana
- Formula CardDiunggah olehdoodoo999
- CourseoutcomesDiunggah olehSrinivasa Reddy Nallimilli
- Ich Validation 2qaDiunggah olehBishal Adhikari
- LogarithmsDiunggah olehAugustus Van Dusen
- Adaptive Hpq Finite Element Methods for the Analysis of 3D Based Models of Complex Structures Part 1 Hierarchical Modeling and Approximations 2010 ComDiunggah olehranzankumar
- StudyGuideRealAnalysis (2)Diunggah olehRoziq Ahmad
- Complex Problem Solving UTHM 130116Diunggah olehanuarm
- Chapter 05 W7 L1 Random Sample 2015 UTP C5Diunggah olehJun Hao Heng
- William Mendenhall, Robert J. Beaver, Barbara M. Beaver - Introduction to Probability and StatisticsDiunggah olehAdriana Araujo

## Lebih dari sekadar dokumen.

Temukan segala yang ditawarkan Scribd, termasuk buku dan buku audio dari penerbit-penerbit terkemuka.

Batalkan kapan saja.