Numerical Methods for Stochastic Control Problems in Continuous Time

Harold Kushner (u. a.)

ISBN 10: 1461265312 / ISBN 13: 9781461265313

Published by Springer New York, 2013

About this Item

Numerical Methods for Stochastic Control Problems in Continuous Time | Harold Kushner (u. a.) | Taschenbuch | xii | Englisch | 2013 | Springer New York | EAN 9781461265313 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Seller Inventory # 105312011

Bibliographic Details

• Title: Numerical Methods for Stochastic Control Problems in Continuous Time
• Publisher: Springer New York
• Publication Date: 2013
• Language: English
• ISBN 10: 1461265312
• ISBN 13: 9781461265313
• Binding: Taschenbuch
• Edition: 2nd Edition
• Condition: Neu
• Dimensions: 234W x 156H x 25D millimeters 234 millimeters width by 156 millimeters height by 25 millimeters depth
• Weight: 680 grams
• Seller catalogs:
  • Bücher

About this title

Synopsis

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.

Review

"The second edition of this acclaimed book from Springer-Verlag has the latest theoretical and practical information on solving stochastic control problems. Including proofs and algorithms using diffusion, jump-diffusion, and other process models, the authors help make randomness a little less scary."
Amazon.com Delivers Mathematics and Statistics e-bulletin, July 2001