Numerical Methods for Stochastic Control Problems in Continuous Time (Paperback) (ISBN-13: 9781461265313)

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, Paul G. Dupuis
ISBN-10: 1461265312
ISBN-13: 9781461265313
Publisher: Springer
Language: English
Published: 11/27/2013
Pages: 476
Format: Paperback
Weight: 1.50lbs
Size: 9.21h x 6.14w x 0.99d