Kniha Numerical Methods for Stochastic Control Problems in Continuous Time Harold Kushner

Numerical Methods for Stochastic Control Problems in Continuous Time

Jazyk: Angličtina
Vazba: Brožovaná
Dostupnost: Skladem u dodavatele
Odesíláme za 10-18 dnů
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Stochastic control is a very active area of research. This monograph, written by two leading authori...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2013
Stránek
476
EAN
9781461265313
ISBN
1461265312
Enbook ID
02643428
Hmotnost
726
Rozměry
236 x 158 x 28

Kompletní popis

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.§

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