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Stochastic Control in Discrete and Continuous Time
Language
English
English
Book
Paperback
This book is a comprehensive introduction to stochastic control problems in both discrete and contin...
Libristo code: 01423031
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This book is a comprehensive introduction to stochastic control problems in both discrete and continuous time. It covers stochastic dynamic programming and the optimal stopping problem for discrete time with a finite or infinite horizon.
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About the book
Full name
Stochastic Control in Discrete and Continuous Time
Author
Atle Seierstad
Language
English
English
Binding
Book - Paperback
Date of issue
2011
Number of pages
222
EAN
9781441945693
ISBN
1441945695
Libristo code
01423031
Publishers
Springer-Verlag New York Inc.
Weight
468
Dimensions
155 x 235 x 16
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