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Numerical Methods for Stochastic Control Problems in Continuous Time - Stochastic Modelling and Applied Probability Harold Kushner 2nd ed. 2001. Softcover reprint of the original 2n edition
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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.
476 pages, 10 black & white tables, biography
| Médias | Livres Paperback Book (Livre avec couverture souple et dos collé) |
| Validé | 27 novembre 2013 |
| ISBN13 | 9781461265313 |
| Éditeurs | Springer-Verlag New York Inc. |
| Pages | 476 |
| Dimensions | 236 × 158 × 28 mm · 680 g |
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