Springer
Numerical Methods for Stochastic Control Problems in Continuous Time
Product Code:
9781461265313
ISBN13:
9781461265313
Condition:
New
$108.02
Numerical Methods for Stochastic Control Problems in Continuous Time
$108.02
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.
| Author: Harold Kushner |
| Publisher: Springer |
| Publication Date: Nov 27, 2013 |
| Number of Pages: 476 pages |
| Binding: Paperback or Softback |
| ISBN-10: 1461265312 |
| ISBN-13: 9781461265313 |
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