Numerical Methods for Stochastic Control Problems in Continuous Time - 9780387951393
Un libro in lingua di Kushner Harold J. Paul Dupuis edito da Springer Verlag, 2000
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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.
Informazioni bibliografiche
- Titolo del Libro in lingua: Numerical Methods for Stochastic Control Problems in Continuous Time
- Lingua: English
- Autori : Kushner Harold J. Paul Dupuis
- Editore: Springer Verlag
- Collana: Springer Verlag (Hardcover)
- Data di Pubblicazione: 01 Dicembre '00
- Genere: MATHEMATICS
- Argomenti : Stochastic control theory Markov processes Numerical analysis
- Pagine: 475
- Dimensioni mm: 241 x 146 x 31
- EAN-13: 9780387951393