Numerical Methods for Stochastic Control Problems in Continuous Time: 24 (Stochastic Modelling and Applied Probability) - Softcover

Kushner, Harold J.; Dupuis, Paul G.

 
9781461265313: Numerical Methods for Stochastic Control Problems in Continuous Time: 24 (Stochastic Modelling and Applied Probability)
Softcover
ISBN 10: 1461265312 ISBN 13: 9781461265313
Verlag: Springer, 2013

Inhaltsangabe

Stochastic control is a very active area of research and 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 (algorithms and applications) and that of the mathematical development. It is broadly accessible for graduate students and researchers.

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Críticas

"The second edition of this acclaimed book from Springer-Verlag has the latest theoretical and practical information on solving stochastic control problems. Including proofs and algorithms using diffusion, jump-diffusion, and other process models, the authors help make randomness a little less scary."
Amazon.com Delivers Mathematics and Statistics e-bulletin, July 2001

Reseña del editor

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
1461265312
ISBN 13 
9781461265313
Einband
Tapa blanda
Anzahl der Seiten
492
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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Weitere beliebte Ausgaben desselben Titels

9780387951393: Numerical Methods for Stochastic Control Problems in Continuous Time: 24 (Stochastic Modelling and Applied Probability, 24)

Vorgestellte Ausgabe

ISBN 10:  0387951393 ISBN 13:  9780387951393
Verlag: Springer, 2001
Hardcover