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Stochastic Control in Discrete and Continuous Time
Stochastic Control in Discrete and Continuous Time
Author: Atle Seierstad
This book provides a comprehensive introduction to stochastic control problems in discrete and continuous time. The material is presented logically, beginning with the discrete-time case using few mathematical tools before proceeding to the stochastic continuous-time models requiring more advanced mathematics. Topics covered include stochastic m...  more »
ISBN-13: 9781441945693
ISBN-10: 1441945695
Publication Date: 7/1/2011
Pages: 232
Edition: Softcover reprint of
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Publisher: Springer
Book Type: Paperback
Other Versions: Hardcover
Members Wishing: 0
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