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.
Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability)
📄 Viewing lite version
Full site ›
Book Details
Author(s)Harold Kushner, Paul G. Dupuis
PublisherSpringer
ISBN / ASIN0387951393
ISBN-139780387951393
AvailabilityUsually ships in 24 hours
Sales Rank2,478,951
CategoryLanguage Arts & Disciplines
MarketplaceUnited States 🇺🇸
Description ▲
More Books in Language Arts & Disciplines
Collins I Smirt, You Stooze, They Krump: Can You Still…
View
Is There a Cow in Moscow?: More Beastly Mispronunciati…
View
Lifescripts: What to Say to Get What You Want in 101 o…
View
Cassell's Colloquial Spanish: A Handbook of Idiomatic …
View
Reading Wonders Reading/Writing Workshop Grade 6 (ELEM…
View
Reading Wonders Literature Anthology Grade 6 (ELEMENTA…
View
Writing Through Literature
View
Composition in the Classical Tradition
View
Writing Good Sentences, Revised Edition (3rd Edition)
View