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 and 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 (algorithms and applications) and that of the mathematical development. It is broadly accessible for graduate students and researchers.

Format:Paperback

Language:English

ISBN:1461265312

ISBN13:9781461265313

Release Date:November 2013

Publisher:Springer

Length:476 Pages

Weight:1.50 lbs.

Dimensions:1.0" x 6.1" x 9.2"

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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