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Numerical Methods for Stochastic Control Problems in Continuous Time

Hoofdkenmerken

Auteur:	Kushner, Harold; Dupuis, Paul
Titel:	Numerical Methods for Stochastic Control Problems in Continuous Time
Uitgever:	Springer-Verlag New York Inc.
ISBN:	9781461265313
ISBN boekversie:	9781461300076
Serie:	Stochastic Modelling and
Editie:	2nd ed. 2001. Softcover reprint of the original 2n
Land van oorsprong:	United States
Prijs:	€ 93.16
Verschijningsdatum:	27-11-2013
Bericht:	Langere levertijd (2-3 weken)

Inhoudelijke kenmerken

Leesniveau:	Professional & Vocational
Categorie:	Probability & statistics
Geillustreerd:	10 Tables, black and white; XII, 476 p.
Dewey code:	515.64

Technische kenmerken

Verschijningsvorm:	Paperback / softback
Paginas:	476
Hoogte mm.:	158
Breedte mm.:	236
Dikte mm.:	28
Gewicht gr.:	726

Inhoud:

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.