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Numerical Methods for Stochastic Control Problems in Continuous Time - Stochastic Modelling and Applied Probability Harold Kushner 2nd ed. 2001. Softcover reprint of the original 2n 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.
476 pages, 10 black & white tables, biography
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2013年11月27日 |
| ISBN13 | 9781461265313 |
| 出版社 | Springer-Verlag New York Inc. |
| ページ数 | 476 |
| 寸法 | 236 × 158 × 28 mm · 680 g |
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