Numerical Methods for Stochastic Control Problems in Continuous Time - Couverture rigide

Kushner, Harold; Dupuis, Paul G.

 
9780387951393: Numerical Methods for Stochastic Control Problems in Continuous Time

Synopsis

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.

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Autres éditions populaires du même titre

9781461265313: Numerical Methods for Stochastic Control Problems in Continuous Time

Edition présentée

ISBN 10 :  1461265312 ISBN 13 :  9781461265313
Editeur : Springer, 2013
Couverture souple