Numerical Methods for Stochastic Control Problems in Continuous Time by Kushner, Harold

Numerical Methods for Stochastic Control Problems in Continuous Time (Hardcover) (ISBN-13: 9780387951393)

Vendor: Harold Kushner
Product type: Books
Format: Hardcover
$139.99
$139.99
$139.99
Subtotal: $139.99
Numerical Methods for Stochastic Control Problems in Continuous Time by Kushner, Harold

Numerical Methods for Stochastic Control Problems in Continuous Time

$139.99
Numerical Methods for Stochastic Control Problems in Continuous Time by Kushner, Harold

Numerical Methods for Stochastic Control Problems in Continuous Time

$139.99
Format: Hardcover
Description
Description
x

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 continuous time on two levels, that of practice and that of mathematical development. It is broadly accessible for graduate students and researchers.



Author: Harold Kushner, Paul G. Dupuis
ISBN-10: 0387951393
ISBN-13: 9780387951393
Publisher: Springer
Language: English
Published: 12/15/2000
Pages: 476
Format: Hardcover
Weight: 1.81lbs
Size: 9.52h x 6.45w x 1.11d

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