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Numerical Methods for Stochastic Control Problems in Continuous Time

Language EnglishEnglish
Book Paperback
Book Numerical Methods for Stochastic Control Problems in Continuous Time Harold Kushner
Libristo code: 02643428
Publishers Springer-Verlag New York Inc., November 2013
Stochastic control is a very active area of research. This monograph, written by two leading authori... Full description
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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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About the book

Full name Numerical Methods for Stochastic Control Problems in Continuous Time
Author Harold Kushner, Paul G. Dupuis
Language English
Binding Book - Paperback
Date of issue 2013
Number of pages 476
EAN 9781461265313
ISBN 1461265312
Libristo code 02643428
Publishers Springer-Verlag New York Inc.
Weight 726
Dimensions 236 x 158 x 28

Categories

Reference, Information & Interdisciplinary subjects > Research & information: general > Information theory > Cybernetics & systems theory
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus of variations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Optimization
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