Numerical Methods for Stochastic Control Problems in Continuous Time (Applications of Mathematics, Vol 24)

By Harold J. Kushner and Paul G. Dupuis

Book Overview

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0387978348
• ISBN13: 9780387978345
• Release Date: January 1992
• Publisher: Springer-Verlag
• Length: 439 Pages
• Weight: 0.51 lbs.
• Dimensions: 9.8" x 6.3" x 1.0"