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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability)

 
Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability)

Description

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.

Product details

EAN/ISBN:
9780387951393
Edition:
2nd ed. 2001
Medium:
Bound edition
Number of pages:
476
Publication date:
2001-01-01
Publisher:
Springer
Languages:
english
Manufacturer:
Unknown
EAN/ISBN:
9780387951393
Edition:
2nd ed. 2001
Medium:
Bound edition
Number of pages:
476
Publication date:
2001-01-01
Publisher:
Springer
Languages:
english
Manufacturer:
Unknown

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