Stochastic control is a very active area of research. 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 and that of mathematical development. It is broadly accessible for graduate students and researchers.
Publisher: Springer-Verlag New York Inc.
Number of pages: 476
Weight: 747 g
Dimensions: 235 x 155 x 25 mm
Edition: 2nd ed. 2001. Softcover reprint of the origin
Amazon.com Delivers Mathematics and Statistics e-bulletin, July 2001