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Numerical Methods for Stochastic Control Problems in Continuous Time: 24 (Stochastic Modelling and Applied Probability) - Tapa dura
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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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Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.
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Numerical Methods for Stochastic Control Problems in Continuous Time (Volume 24)
Librería: Anybook.com, Lincoln, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: Poor. Volume 24. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pencil markings. In poor condition, suitable as a reading copy. Water damaged. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780387951393. Nº de ref. del artículo: 8983226
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability, 24)
Librería: 2nd Life Books, Burlington, NJ, Estados Unidos de America
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Condición: good. Used book in good condition. May have some wear to binding, spine, cover, and pages. Some light highlighting markings writing may be present. May have some stickers and or sticker residue present. May be Ex-lib. copy. May NOT include discs, or access code or other supplemental material. We ship Monday-Saturday and respond to inquiries within 24 hours. Nº de ref. del artículo: BXM.8W1Z
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability (24))
Librería: Open Books, Chicago, IL, Estados Unidos de America
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Hardcover. Condición: Acceptable. Notes and highlighting throughout. Stain on bottom edge. Open Books is a nonprofit social venture that provides literacy experiences for thousands of readers each year through inspiring programs and creative capitalization of books. Nº de ref. del artículo: mon0000627124
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Numerical Methods for Stochastic Control Problems in Continuous Time
Impresión bajo demandaLibrería: moluna, Greven, Alemania
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 continuou. Nº de ref. del artículo: 5912357
Cantidad disponible: Más de 20 disponibles
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability, 24)
Librería: Ria Christie Collections, Uxbridge, Reino Unido
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Condición: New. In English. Nº de ref. del artículo: ria9780387951393_new
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Numerical Methods for Stochastic Control Problems in Continuous Time
Publicado por
Springer New York Dez 2000, 2000
ISBN 10: 0387951393
ISBN 13: 9780387951393
Nuevo
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 492 pp. Englisch. Nº de ref. del artículo: 9780387951393
Cantidad disponible: 2 disponibles
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability, 24)
Librería: California Books, Miami, FL, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: I-9780387951393
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Numerical Methods for Stochastic Control Problems in Continuous Time
Publicado por
Springer New York, Springer New York, 2000
ISBN 10: 0387951393
ISBN 13: 9780387951393
Nuevo
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Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concerning deterministic problems has been added, including very efficient algorithms for a class of problems of wide current interest. This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new problem formulations and sometimes surprising applications appear regu larly. We have chosen forms of the models which cover the great bulk of the formulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or 'projected' from the boundary of a constraining set. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types. Nº de ref. del artículo: 9780387951393
Cantidad disponible: 1 disponibles
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Numerical Methods for Stochastic Control Problems in Continuous Time
Publicado por
Springer New York, Springer New York Dez 2000, 2000
ISBN 10: 0387951393
ISBN 13: 9780387951393
Nuevo
Tapa dura
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. Neuware -Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concerning deterministic problems has been added, including very efficient algorithms for a class of problems of wide current interest. This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new problem formulations and sometimes surprising applications appear regu larly. We have chosen forms of the models which cover the great bulk of the formulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or 'projected' from the boundary of a constraining set. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 492 pp. Englisch. Nº de ref. del artículo: 9780387951393
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Numerical Methods for Stochastic Control Problems in Continuous Time
Publicado por
Springer-Verlag New York Inc., 2000
ISBN 10: 0387951393
ISBN 13: 9780387951393
Nuevo
Tapa dura
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 924. Nº de ref. del artículo: C9780387951393
Cantidad disponible: Más de 20 disponibles