Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability)

Harold J. Kushner

ISBN 10: 0387951393 ISBN 13: 9780387951393

Edit� par Springer, 2000

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Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollst�ndigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. N� de r�f. du vendeur M00387951393-G

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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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Titre : Numerical Methods for Stochastic Control ...
�diteur : Springer
Date d'�dition : 2000
Reliure : Couverture rigide
Etat : good
Edition : 2�me �dition

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Numerical Methods for Stochastic Control Problems in Continuous Time.

Kushner, Harold J.; Paul Dupuis

Edit� par New York, Springer., 2001

ISBN 10 : 0387951393 ISBN 13 : 9780387951393

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2nd, ed. XII, 475 p. Hardcover. 2nd Ed. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband besto�en, daher M�ngelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped/gestempelt. Stochastic Modelling and Applied Probability , Vol. 24. Sprache: Englisch. N� de r�f. du vendeur 26970AB

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Numerical Methods for Stochastic Control Problems in Continuous Time (Volume 24)

Kushner, H. J. and Dupuis, P.

Edit� par Springer, 2001

ISBN 10 : 0387951393 ISBN 13 : 9780387951393

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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 r�f. du vendeur 8983226

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

Dupuis, Paul G.,Kushner, Harold

Edit� par Springer, 2000

ISBN 10 : 0387951393 ISBN 13 : 9780387951393

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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 r�f. du vendeur mon0000627124

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Numerical Methods for Stochastic Control Problems in Continuous Time

Harold Kushner|Paul G. Dupuis

Edit� par Springer New York, 2000

ISBN 10 : 0387951393 ISBN 13 : 9780387951393

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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 r�f. du vendeur 5912357

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Numerical Methods for Stochastic Control Problems in Continuous Time

Harold Kushner (u. a.)

Edit� par Humana, 2000

ISBN 10 : 0387951393 ISBN 13 : 9780387951393

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Numerical Methods for Stochastic Control Problems in Continuous Time

Harold Kushner

Edit� par Springer, Springer Dez 2000, 2000

ISBN 10 : 0387951393 ISBN 13 : 9780387951393

Neuf Couverture rigide

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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 -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. 492 pp. Englisch. N� de r�f. du vendeur 9780387951393

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Numerical Methods for Stochastic Control Problems in Continuous Time

Harold Kushner

Edit� par Springer, Humana Dez 2000, 2000

ISBN 10 : 0387951393 ISBN 13 : 9780387951393

Neuf Couverture rigide

impression � la demande

Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Buch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 492 pp. Englisch. N� de r�f. du vendeur 9780387951393

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Numerical Methods for Stochastic Control Problems in Continuous Time

Harold Kushner

Edit� par Springer, Humana, 2000

ISBN 10 : 0387951393 ISBN 13 : 9780387951393

Neuf Couverture rigide

Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne

�valuation du vendeur 5 sur 5 �toiles

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 r�f. du vendeur 9780387951393

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