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

Buch 3 von 30: Stochastic Modelling and Applied Probability

Kushner, Harold J.; Dupuis, Paul G.

 
9781461265313: Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability, Band 24)
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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Verlag
Springer
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
1461265312
ISBN 13 
9781461265313
Einband
Taschenbuch
Auflage
2
Anzahl der Seiten
492
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Weitere beliebte Ausgaben desselben Titels

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

Vorgestellte Ausgabe

ISBN 10:  0387951393 ISBN 13:  9780387951393
Verlag: Springer, 2000
Hardcover