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Numerical Methods for Stochastic Control Problems in Continuous Time

by Harold Kushner
Save 35% Save 35%
Current price ₹6,610.00
Original price ₹10,169.00
Original price ₹10,169.00
Original price ₹10,169.00
(-35%)
₹6,610.00
Current price ₹6,610.00

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Book cover type: Paperback
  • ISBN13: 9781461265313
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 476
  • Original Price: EUR 89.99
  • Language: English
  • Edition: N/A
  • Item Weight: 736 grams
  • BISAC Subject(s): Applied, General, and Probability & Statistics / General

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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