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Numerical Methods for Stochastic Control Problems in Continuous Time

af Harold Kushner, Paul G. Dupuis

indgår i Stochastic Modelling and Applied Probability serien

Numerical Methods for Stochastic Control Problems in Continuous Time af Harold Kushner
Bag om Numerical Methods for Stochastic Control Problems in Continuous Time

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781461265313
  • Indbinding:
  • Paperback
  • Sideantal:
  • 476
  • Udgivet:
  • 27. November 2013
  • Udgave:
  • 220012
  • Størrelse:
  • 158x236x28 mm.
  • Vægt:
  • 726 g.
  • 8-11 hverdage.
  • 4. Oktober 2024

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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.

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