Science & MathematicsNumerical Methods for Stochastic Control Problems in Continuous Time
Item 1 of 1
Item 1 of 1
SKU 9781461265313Publishing Ref 9781461265313
Springer
Numerical Methods for Stochastic Control Problems in Continuous Time
Printed Book
SR 475
Inclusive of VAT
Sold as: EACH
SR28Per Month/24 months
SKU 9781461265313Publishing Ref 9781461265313
Author:Kushner, Harold
Date of Publication: 2013
Book classification:Science & Mathematics,English Books
No. of pages:492 Pages
Format:Paperback
This book is printed on demand and is non-refundable after purchase
Available Formats :
Printed Book
It will be sent to your address
SR475
Incl. VAT
Choose your delivery preference
Secure Shopping
Convenient Returns
Genuine & Warranted
Fast Delivery
Or
About this Product
Stochastic control is a very active area of research and 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 (algorithms and applications) and that of the mathematical development. It is broadly accessible for graduate students and researchers.