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: 105.31 EUR
Availability: InStock

Autor: Harold Kushner, Paul G. Dupuis

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer-Verlag New York Inc.

Dostupnosť: Skladom u dodávateľa

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105.31 €

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

Informácie o knihe

Autor

Harold Kushner, Paul G. Dupuis

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2013

Stránok

476

EAN

9781461265313

ISBN

1461265312

Enbook ID

02643428

Vydavateľ

Springer-Verlag New York Inc.

Hmotnosť

726

Rozmery

236 x 158 x 28

Kompletný popis

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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Numerical Methods for Stochastic Control Problems in Continuous Time

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