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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
Harold Kushner
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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