Numerical Methods for Stochastic Control Problems in Continuous Time

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Author:Kushner, Harold
Date of Publication: 2013
Book classification:Science & Mathematics,English Books
No. of pages:492 Pages
Format:Paperback

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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.
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SKU9781461265313
Manufacturer Number9781461265313
year published2013
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