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Numerical Methods for Stochastic Control Problems in Continuous Time - Harold Kushner,Paul G Dupuis

English
2013-11-27
€164.05 €205.06

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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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Description

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.

More Information

Author Harold Kushner, Paul G Dupuis
Publisher Springer New York
Release year 2013
Cover type Softcover
EAN 9781461265313
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€164.05 €205.06