Stochastic Control in Discrete and Continuous Time

by Atle Seierstad

No Customer Reviews

Select Format

Select Condition

Book Overview

This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1), piecewise - terministic control problems (Chapter 3), and control of Ito diffusions (Chapter 4). The chapters include treatments of optimal stopping problems. An Appendix - calls material from elementary probability theory and gives heuristic explanations of certain more advanced tools in probability...

Format:Paperback

Language:English

ISBN:1441945695

ISBN13:9781441945693

Release Date:December 2011

Publisher:Springer

Length:222 Pages

Weight:0.94 lbs.

Dimensions:0.6" x 6.1" x 9.2"

Related Subjects

Math Mathematics Science & Math

Customer Reviews

0 rating

Write a review

ThriftBooks sells millions of used books at the lowest everyday prices. We personally assess every book's quality and offer rare, out-of-print treasures. We deliver the joy of reading in recyclable packaging with free standard shipping on US orders over $15. ThriftBooks.com. Read more. Spend less.

Copyright © 2024 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks^® and the ThriftBooks^® logo are registered trademarks of Thrift Books Global, LLC

Stochastic Control in Discrete and Continuous Time

Select Format

Select Condition

Recommended

Book Overview

Customer Reviews

Popular Categories

Website

My Account

Partnerships

Quick Help

About Us

Follow Us