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Numerical Methods for Stochastic Control Problems in Continuous Time - Stochastic Modelling and Applied Probability Harold Kushner 2nd ed. 2001 edition
Numerical Methods for Stochastic Control Problems in Continuous Time - Stochastic Modelling and Applied Probability
Harold Kushner
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.
488 pages, 5 black & white illustrations, 10 black & white tables, biography
| Médias | Livres Hardcover Book (Livre avec dos et couverture rigide) |
| Validé | 15 décembre 2000 |
| ISBN13 | 9780387951393 |
| Éditeurs | Springer-Verlag New York Inc. |
| Pages | 476 |
| Dimensions | 175 × 246 × 36 mm · 820 g |
| Langue et grammaire | Anglais |
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