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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 -

by Harold Kushner Paul G. Dupuis

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Springer , pp. 492 . Hardback. New.
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Details

  • Title Numerical Methods for Stochastic Control Problems in Continuous Time
  • Author Harold Kushner Paul G. Dupuis
  • Binding Hardback
  • Edition 2nd
  • Condition New
  • Pages 476
  • Volumes 1
  • Language ENG
  • Publisher Springer
  • Publication date pp. 492
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index
  • Bookseller's Inventory # 6285461
  • 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
  • Quantity available 4

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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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