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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

120,66 €
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Editorial:
Springer Nature B.V.
Año de edición:
2013
Materia
Probabilidad y estadística
ISBN:
9781461265313
120,66 €
IVA incluido
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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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