Stochastic Control in Discrete and Continuous Time

Name: Stochastic Control in Discrete and Continuous Time
Brand: Springer-Verlag New York Inc.
SKU: 9780387766164
Price: 56.2 EUR
Availability: InStock

Autor: Atle Seierstad

Jazyk:

Väzba: Pevná

Vydavateľ: Springer-Verlag New York Inc.

Dostupnosť: U vydavateľa na objednávku

Odosielame za 17-27 dní

56.20 €

This book provides a comprehensive introduction to stochastic control problems in discrete and conti...

Informácie o knihe

Autor

Atle Seierstad

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2008

Stránok

222

EAN

9780387766164

ISBN

0387766162

Enbook ID

01382924

Vydavateľ

Springer-Verlag New York Inc.

Hmotnosť

554

Rozmery

155 x 235 x 21

Kompletný popis

This book provides a comprehensive introduction to stochastic control problems in discrete and continuous time. The material is presented logically, beginning with the discrete-time case using few mathematical tools before proceeding to the stochastic continuous-time models requiring more advanced mathematics. Topics covered include stochastic maximum principles for discrete time, continuous time, and for problems with terminal conditions. A nonstandard treatment of piecewise deterministic problems, related to some control problems, is also presented. Numerous illustrative examples and exercises are included to enhance the understanding of the reader. By interlinking many fields in stochastic control, the material gives the student the opportunity to see the connections between different fields and the underlying ideas that unify them.§This text will be of benefit to students in economics, engineering, applied mathematics and related fields. Prerequisites include a course in calculus and elementary probability theory.

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Stochastic Control in Discrete and Continuous Time

Informácie o knihe

Kompletný popis

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež