Numerical Methods for Stochastic Control Problems in Continuous Time

Name: Numerical Methods for Stochastic Control Problems in Continuous Time
Brand: Springer-Verlag New York Inc.
SKU: 9781461265313
Price: 552.35 RON
Availability: InStock

Autor: Harold Kushner, Paul G. Dupuis

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Legare: Carte broșată

Editura: Springer-Verlag New York Inc.

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552.35 lei

Stochastic control is a very active area of research. This monograph, written by two leading authori...

Informații despre carte

Autor

Harold Kushner, Paul G. Dupuis

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2013

Pagini

476

EAN

9781461265313

ISBN

1461265312

Enbook ID

02643428

Editura

Springer-Verlag New York Inc.

Greutate

726

Dimensiuni

236 x 158 x 28

Descriere completă

Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is broadly accessible for graduate students and researchers.§

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Numerical Methods for Stochastic Control Problems in Continuous Time

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