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

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