Numerical Methods For Stochastic Control Problems In Continuous Time

by Paul G. Dupuis e Harold J. Kushner
language: english
Publisher: SPRINGER-VERLAG NEW YORK INC., December of 2000 ‧
OUT OF STOCK OR NOT AVAILABLE
Sell ​​your book
Stochastic control is a very active area of research. Showing the developments in the field, this monograph covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is suitable for graduate students and researchers.

Numerical Methods For Stochastic Control Problems In Continuous Time

by Paul G. Dupuis e Harold J. Kushner

Property Description
ISBN: 9780387951393
Publisher: SPRINGER-VERLAG NEW YORK INC.
Release Date: December of 2000
Language: English
Cover: Hardcover
Pages: 476
Format: Book
Categories: Books in English > Computing > Operating Systems and Networks
Books in English > Social Sciences and Humanities > Communication and Journalism
EAN: 9780387951393