Numerical Methods for Stochastic Control Problems in Continuous Time

by Harold J. Kushner and Paul G. Dupuis

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Book Overview

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.

Format:Hardcover

Language:English

ISBN:0387951393

ISBN13:9780387951393

Release Date:December 2000

Publisher:Springer

Length:476 Pages

Weight:1.81 lbs.

Dimensions:1.1" x 6.5" x 9.5"

Related Subjects

Calculus Chaos Theory General Math Mathematics Medical Medical Books Medicine Physics Science & Math

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Numerical Methods for Stochastic Control Problems in Continuous Time

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