Stochastic Control in Discrete and Continuous Time (eBook, PDF)
Atle Seierstad
eBook, PDF

Stochastic Control in Discrete and Continuous Time (eBook, PDF)

Versandkostenfrei!
Sofort per Download lieferbar
40,95 €
inkl. MwSt.
Alle Infos zum eBook verschenken
Weitere Ausgaben:
PAYBACK Punkte
20 °P sammeln!
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 before proceeding to the stochastic continuous-time models. Central themes are dynamic programming in discrete time and HJB-equations in continuous time. Topics covered include stochastic maximum principles for discrete time and continuous time, even for problems with terminal conditions. Numerous illustrative examples and exercises, with solutions at the end of the book, are included to enhance the understand...

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.