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Numerical Methods for Stochastic Control Problems in Continuous Time - Stochastic Modelling and Applied Probability Harold Kushner 2nd ed. 2001 edition
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Numerical Methods for Stochastic Control Problems in Continuous Time - Stochastic Modelling and Applied Probability
Harold Kushner
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.
488 pages, 5 black & white illustrations, 10 black & white tables, biography
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2000年12月15日 |
| ISBN13 | 9780387951393 |
| 出版社 | Springer-Verlag New York Inc. |
| ページ数 | 476 |
| 寸法 | 175 × 246 × 36 mm · 820 g |
| 言語 | 英語 |
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