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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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Numerical Methods for Stochastic Control Problems in Continuous Time (Volume 24)
Edité par
Springer, 2001
ISBN 10 : 0387951393
ISBN 13 : 9780387951393
Ancien ou d'occasion
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Vendeur : Anybook.com, Lincoln, Royaume-Uni
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Etat : 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. N° de réf. du vendeur 8983226
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability, 24)
Edité par
Springer, 2000
ISBN 10 : 0387951393
ISBN 13 : 9780387951393
Ancien ou d'occasion
Couverture rigide
Vendeur : 2nd Life Books, Burlington, NJ, Etats-Unis
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Etat : 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. N° de réf. du vendeur BXM.8W1Z
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability (24))
Edité par
Springer, 2000
ISBN 10 : 0387951393
ISBN 13 : 9780387951393
Ancien ou d'occasion
Couverture rigide
Vendeur : Open Books, Chicago, IL, Etats-Unis
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Hardcover. Etat : 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. N° de réf. du vendeur mon0000627124
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Numerical Methods for Stochastic Control Problems in Continuous Time
Edité par
Springer New York, 2000
ISBN 10 : 0387951393
ISBN 13 : 9780387951393
Neuf
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Vendeur : moluna, Greven, Allemagne
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Etat : 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. N° de réf. du vendeur 5912357
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability, 24)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In English. N° de réf. du vendeur ria9780387951393_new
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Numerical Methods for Stochastic Control Problems in Continuous Time
Edité par
Springer New York Dez 2000, 2000
ISBN 10 : 0387951393
ISBN 13 : 9780387951393
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Buch. Etat : 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. N° de réf. du vendeur 9780387951393
Quantité disponible : 2 disponible(s)
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Numerical Methods for Stochastic Control Problems in Continuous Time
Edité par
Springer New York, Springer New York Dez 2000, 2000
ISBN 10 : 0387951393
ISBN 13 : 9780387951393
Neuf
Couverture rigide
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : 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. N° de réf. du vendeur 9780387951393
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability, 24)
Vendeur : California Books, Miami, FL, Etats-Unis
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Etat : New. N° de réf. du vendeur I-9780387951393
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Numerical Methods for Stochastic Control Problems in Continuous Time
Edité par
Springer New York, Springer New York, 2000
ISBN 10 : 0387951393
ISBN 13 : 9780387951393
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : 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. N° de réf. du vendeur 9780387951393
Quantité disponible : 1 disponible(s)
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Numerical Methods for Stochastic Control Problems in Continuous Time
Edité par
Springer-Verlag New York Inc., 2000
ISBN 10 : 0387951393
ISBN 13 : 9780387951393
Neuf
Couverture rigide
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
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Hardback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 924. N° de réf. du vendeur C9780387951393
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