Numerical Methods for Stochastic Control Problems in Continuous Time: 24 (Stochastic Modelling and Applied Probability) - Tapa blanda

Kushner, Harold J.; Dupuis, Paul G.

 
9781461265313: Numerical Methods for Stochastic Control Problems in Continuous Time: 24 (Stochastic Modelling and Applied Probability)
Tapa blanda
ISBN 10: 1461265312 ISBN 13: 9781461265313
Editorial: Springer, 2013

Sinopsis

Stochastic control is a very active area of research and 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 (algorithms and applications) and that of the mathematical development. It is broadly accessible for graduate students and researchers.

"Sinopsis" puede pertenecer a otra edición de este libro.

Críticas

"The second edition of this acclaimed book from Springer-Verlag has the latest theoretical and practical information on solving stochastic control problems. Including proofs and algorithms using diffusion, jump-diffusion, and other process models, the authors help make randomness a little less scary."
Amazon.com Delivers Mathematics and Statistics e-bulletin, July 2001

Reseña del editor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2013
Idioma
Inglés
ISBN 10 
1461265312
ISBN 13 
9781461265313
Encuadernación
Tapa blanda
Número de páginas
492
Contacto del fabricante
no disponible
Persona responsable
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Otras ediciones populares con el mismo título

9780387951393: Numerical Methods for Stochastic Control Problems in Continuous Time: 24 (Stochastic Modelling and Applied Probability, 24)

Edición Destacada

ISBN 10:  0387951393 ISBN 13:  9780387951393
Editorial: Springer, 2001
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