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
The Quest for Charisma: Christianity and Persuasion
View
Read the Way You Talk: A Guide for Lectors
View
Focus on the Caribbean (Varieties of English Around th…
View
How to Write a Novel; A Practical Guide to the Art of …
View
How to Write and Sell Mystery Fiction
View
Politically Speaking: A Worldwide Examination of Langu…
View
The Memoir Book
View
The Subjunctive in the Age of Prescriptivism: English …
View
Invisible Acts of Power: Channeling Grace in Your Ever…
View