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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
Author: Harold Kushner, Paul G. Dupuis
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 ac...  more »
ISBN-13: 9781461265313
ISBN-10: 1461265312
Publication Date: 4/30/2014
Pages: 476
Edition: 2nd ed. 2001. Softco
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Publisher: Springer
Book Type: Paperback
Other Versions: Hardcover
Members Wishing: 0
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