Numerical Methods for Stochastic Control Problems in Continuous Time - Stochastic Modelling and Applied Probability - Harold Kushner - Books - Springer-Verlag New York Inc. - 9780387951393 - December 15, 2000
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Numerical Methods for Stochastic Control Problems in Continuous Time - Stochastic Modelling and Applied Probability 2nd ed. 2001 edition

Harold Kushner

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Numerical Methods for Stochastic Control Problems in Continuous Time - Stochastic Modelling and Applied Probability 2nd ed. 2001 edition

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.


488 pages, 5 black & white illustrations, 10 black & white tables, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released December 15, 2000
ISBN13 9780387951393
Publishers Springer-Verlag New York Inc.
Pages 476
Dimensions 175 × 246 × 36 mm   ·   820 g
Language English  

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