Billede af bogens forside - Numerical Methods for Stochastic Control Problems in Continuous Time

Numerical Methods for Stochastic Control Problems in Continuous Time

af Harold Kushner, m.fl.

Bog, Hardback, Engelsk, 2000

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.

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Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9780387951393
  • Udgivet15/12/2000
  • Udgivet afSpringer-Verlag New York Inc.
  • Længde476 sider
  • ForfattereHarold Kushner, Paul G. Dupuis
  • GenreBusiness og læring