Numerical Methods for Stochastic Control Problems in Continuous Time - Harold Kushner,Paul G Dupuis
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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.
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Kirjeldus
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.
Lisateave
| Autor | Harold Kushner, Paul G Dupuis |
|---|---|
| Kirjastaja | Springer New York |
| Väljalaskeaasta | 2013 |
| Kaanetüüp | Pehme kaanega |
| EAN | 9781461265313 |