Numerical Methods for Stochastic Control Problems in Continuous Time
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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Produktdetails
Weitere Autoren: Dupuis, Paul G.
- ISBN: 978-1-4613-0007-6
- EAN: 9781461300076
- Produktnummer: 38247224
- Verlag: Springer New York
- Sprache: Englisch
- Erscheinungsjahr: 2013
- Seitenangabe: 476 S.
- Plattform: PDF
- Auflage: 2nd ed. 2001
- Reihenbandnummer: 24
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