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Numerical Methods for Stochastic Control Problems in Continuous Time.

Numerical Methods for Stochastic Control Problems in Continuous Time.

Numerical Methods for Stochastic Control Problems in Continuous Time.
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Numerical Methods for Stochastic Control Problems in Continuous Time. Hardback - 2001

by Kushner, Harold J.; Paul Dupuis

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  • Hardback

Description

2001. 2nd, ed. New York, Springer, 2001. XII, 475 p. Hardcover. 2nd Ed. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar 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.
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Details

  • Title Numerical Methods for Stochastic Control Problems in Continuous Time.
  • Author Kushner, Harold J.; Paul Dupuis
  • Binding Hardback
  • Edition 2nd
  • Pages XII, 475 p
  • Volumes 1
  • Language ENG
  • Publisher Springer
  • Publication date 2001
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index
  • Bookseller's Inventory # 26970AB
  • ISBN 9780387951393 / 0387951393
  • Weight 1.81 lbs (0.82 kg)
  • Dimensions 9.52 x 6.45 x 1.11 in (24.18 x 16.38 x 2.82 cm)
  • Category Mathematics
  • Library of Congress subjects Markov processes, Numerical analysis
  • Library of Congress Catalogue Number 00061267
  • Dewey Decimal Code 515.64

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Reader reviews for Numerical Methods for Stochastic Control Problems in Continuous Time.

From the publisher

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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