Numerical Methods Stochastic Control by Kushner Harold (38 results)
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Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.
Language: English
Published by Springer 2000
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Hardcover. Condition: Acceptable. Notes and highlighting throughout. Stain on bottom edge. Open Books is a nonprofit social venture that provides literacy experiences for thousands of readers each year through inspiring programs and creative capitalization of books.
Language: English
Published by New York, Springer. 2001
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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2nd, ed. 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 P…robability , Vol. 24. Sprache: Englisch.
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gebundene Ausgabe. Condition: Gut. 439 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in… Gramm: 805.
Language: English
Published by New York / Berlin / Heidelberg, Springer-Verlag 1992
- Hardcover
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8° Gebundene Ausgabe. Condition: Sehr gut. Applications of Mathematics Vol. 24. IX 439 Seiten Ausgetragenes Bibliotheksexemplar mit den üblichen Inventarvermerken und Stempeln. Bibliothekskarte auf Vorsatz. Biliotheksschild auf Rücken und hinterem Deckel. Markierung auf Fußschnitt. Einband berieben. Abdruck einer Büroklammer auf… Schmutztitel. Erste Seiten knickspurig (bis S. 2). Papier ansonsten fast neuwertig. Buch ist allgemein in einem sehr guten Zustand. Zahlr. Abb. // Ex-library book with the usual stamps and registration numbers. Impression of a paper clip on half-title. General condition: very good. MIG-25-06B Sprache: Englisch Gewicht in Gramm: 788.
- Hardcover
- First Edition
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Hardcover. Condition: Near Fine. No Jacket. 1st Edition. "The book presents a comprehensive development of effective numerical methods for stochastic control problems in continuous time. The process models are diffusions, jump-diffusions or reflected diffusions of the type that occur in the majority of current applications. All…the usual problem formulations are included, as well as those of more recent interest such as ergodic control, singular control and the types of reflected diffusions used as models of queuing networks. Convergence of the numerical approximations is proved via the efficient probabilistic methods of weak convergence theory. The methods also apply to the calculation of functionals of uncontrolled processes and for the appropriate to optimal nonlinear filters as well. Applications to complex deterministic problems are illustrated via application to a large class of problems from the calculus of variations. The general approach is known as the Markov Chain Approximation Method. Essentially all that is required of the approximations are some natural local consistency conditions. The approximations are consistent with standard methods of numerical analysis. The required background in stochastic processes is surveyed, there is an extensive development of methods of approximation, and a chapter is devoted to computational techniques. The book is written on two levels, that of practice (algorithms and applications), and that of the mathematical development. Thus the methods and use should be broadly accessible." (Publisher).
- Hardcover
- First Edition
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Condition: Sehr gut. 1. Auflage.. IX, 439 Seiten, Applications of Mathematics, Band 24. Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen b…ei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 784 gebundene Ausgabe gebundene Ausgabe.
- Softcover
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Karton Karton. Condition: Sehr gut. 439 Seiten Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post.… Sprache: Englisch Gewicht in Gramm: 786.
Language: English
Published by Springer 2013
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Language: English
Published by Springer 2013
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Published by Springer 2013
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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Condition: New. In English.
Language: English
Published by Springer 2013-11 2013
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Language: English
Published by Springer 2013
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Language: English
Published by Birkhäuser 2008
Series: Systems & Control: Foundations & Applications, Book 25 of 55. Book 25 of 55 - Systems & Control: Foundations & Applications
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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Published by Springer 2013
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Published by Springer 2013
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Condition: New. pp. 492.
- Hardcover
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Condition: Sehr gut. Zustand: Sehr gut | Seiten: 449 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.
Language: English
Published by Springer 2000
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Language: English
Published by Springer Verlag 2013
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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Paperback. Condition: Brand New. 2nd reprint edition. 488 pages. 9.25x6.10x1.20 inches. In Stock.
More imagesLanguage: English
Published by Springer New York 2013
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Softcover
Seller: preigu, Osnabrück, Germanypreigu
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Taschenbuch. Condition: Neu. 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.
Language: English
Published by Springer-Verlag GmbH 01.07.1992. 1992
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Gebundene Ausgabe. Condition: Sehr gut. 439 Seiten nice ex library book Sprache: Englisch Gewicht in Gramm: 550.
Language: English
Published by Birkhäuser 2008
Series: Systems & Control: Foundations & Applications, Book 25 of 55. Book 25 of 55 - Systems & Control: Foundations & Applications
- Hardcover
Seller: Mispah books, Redhill, United KingdomMispah books
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Hardcover. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Language: English
Published by Springer New York 2013
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concer…ning deterministic problems has been added, including very efficient algorithms for a class of problems of wide current interest. This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new problem formulations and sometimes surprising applications appear regu larly. We have chosen forms of the models which cover the great bulk of the formulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or 'projected' from the boundary of a constraining set. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types.
Language: English
Published by Springer 2000
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Condition: New. pp. 492.
Language: English
Published by Springer, Humana 2000
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concerning de…terministic problems has been added, including very efficient algorithms for a class of problems of wide current interest. This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new problem formulations and sometimes surprising applications appear regu larly. We have chosen forms of the models which cover the great bulk of the formulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or 'projected' from the boundary of a constraining set. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types.
Language: English
Published by Springer Verlag 2000
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Hardcover. Condition: Brand New. 2nd edition. 475 pages. 9.50x5.75x1.25 inches. In Stock.
Language: English
Published by Springer-Verlag 0 1992
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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hardcover. Condition: Very Good. Very Good. Dust Jacket may NOT BE INCLUDED.CDs may be missing. SHIPS FROM MULTIPLE LOCATIONS. book.
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Published by Springer 2013
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Published by Springer New York Nov 2013 2013
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new… material concerning deterministic problems has been added, including very efficient algorithms for a class of problems of wide current interest. This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new problem formulations and sometimes surprising applications appear regu larly. We have chosen forms of the models which cover the great bulk of the formulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or 'projected' from the boundary of a constraining set. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types. 476 pp. Englisch.
Language: English
Published by Springer New York 2013
Series: Stochastic Modelling and Applied Probability, Book 3 of 30. Book 3 of 30 - Stochastic Modelling and Applied Probability
- Softcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
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Kartoniert / Broschiert. Condition: New. 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.
