Numerical Methods for Stochastic Control Problems in Continuous Time

Language: English

Published by Springer New York, 2000

0387951393 / 9780387951393

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

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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.

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Title
Numerical Methods for Stochastic Control Problems in Continuous Time
Author
Harold Kushner|Paul G. Dupuis
Publisher
Springer New York
Publication year
2000
Condition
New
Binding
Gebunden
Language
English
ISBN 10
0387951393
ISBN 13
9780387951393
Edition
2nd Edition
Series
Book 3 of 30: Stochastic Modelling and Applied Probability

moluna

Greven, Germany

5-star seller

AbeBooks seller since July 9, 2020

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