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Numerical Methods for Stochastic Control Problems in Continuous Time

Numerical Methods for Stochastic Control Problems in Continuous Time

Harold Kushner / Paul G. Dupuis

168,49 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2001
Materia
Medicina: cuestiones generales
ISBN:
9780387951393
168,49 €
IVA incluido
Disponible

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Sobre IBD

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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Otros libros del autor

  • Numerical Methods for Stochastic Control Problems in Continuous Time
    Harold Kushner / Paul G. Dupuis
    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. Th...
    Disponible

    46,88 €

  • Numerical Methods for Stochastic Control Problems in Continuous Time
    Harold Kushner / Paul G. Dupuis
    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 accessib...
    Disponible

    120,66 €