Numerical Methods for Stochastic Control Problems in Continuous Time

Language: English

Published by Springer, 2000

0387951393 / 9780387951393

Series: Book 3 of 30 - Stochastic Modelling and Applied Probability

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9780387951393

Title
Numerical Methods for Stochastic Control Problems in Continuous Time
Author
Harold Kushner
Publisher
Springer
Publication year
2000
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0387951393
ISBN 13
9780387951393
Edition
2nd Edition
Item weight
847 grams
Dimensions
241x160x31 mm
Series
Book 3 of 30: Stochastic Modelling and Applied Probability

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

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