Harold Kushner, Paul G. Dupuis

eBook, PDF

Numerical Methods for Stochastic Control Problems in Continuous Time (eBook, PDF)

Beschreibung

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.

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 39.96MB

Autor

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.

Produktdetails

• Verlag: Springer New York
• Seitenzahl: 476
• Erscheinungstermin: 27. November 2013
• Englisch
• ISBN-13: 9781461300076
• Artikelnr.: 44052709