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Numerical Methods for Stochastic Control Problems in Continuous Time

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Numerical Methods for Stochastic Control Problems in Continuous Time Harold J. Kushner
Libristo kod: 01384274
Nakladnici Springer-Verlag New York Inc., prosinac 2000
Essentially all that is required of the approximations are some natural local consistency conditions... Cijeli opis
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Essentially all that is required of the approximations are some natural local consistency conditions. The approximations are consistent with standard methods of numerical analysis. The required background in stochastic processes is surveyed, there is an extensive development of methods of approximation, and a chapter is devoted to computational techniques. The book is written on two levels, that of practice (algorithms and applications), and that of the mathematical development. Thus the methods and use should be broadly accessible.§

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Informacije o knjizi

Puni naziv Numerical Methods for Stochastic Control Problems in Continuous Time
Autor Harold J. Kushner, Paul G. Dupuis
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2000
Broj stranica 476
EAN 9780387951393
ISBN 0387951393
Libristo kod 01384274
Nakladnici Springer-Verlag New York Inc.
Težina 868
Dimenzije 175 x 246 x 36

Kategorija

Reference, Information & Interdisciplinary subjects > Research & information: general > Information theory > Cybernetics & systems theory
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus of variations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Optimization
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