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Numerical Methods for Stochastic Control Problems in Continuous Time

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Numerical Methods for Stochastic Control Problems in Continuous Time Harold Kushner
Libristo kod: 02643428
Nakladnici Springer-Verlag New York Inc., studeni 2013
Stochastic control is a very active area of research. This monograph, written by two leading authori... Cijeli opis
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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.§

Informacije o knjizi

Puni naziv Numerical Methods for Stochastic Control Problems in Continuous Time
Autor Harold Kushner, Paul G. Dupuis
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2013
Broj stranica 476
EAN 9781461265313
ISBN 1461265312
Libristo kod 02643428
Nakladnici Springer-Verlag New York Inc.
Težina 726
Dimenzije 236 x 158 x 28

Kategorija

Reference, Information & Interdisciplinary subjects > Research & information: general > Information theory > Cybernetics & systems theory
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus of variations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Optimization
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