Find your perfect holiday reading
Numerical Methods for Stochastic Control Problems in Continuous Time - Stochastic Modelling and Applied Probability 24 (Hardback)
  • Numerical Methods for Stochastic Control Problems in Continuous Time - Stochastic Modelling and Applied Probability 24 (Hardback)
zoom

Numerical Methods for Stochastic Control Problems in Continuous Time - Stochastic Modelling and Applied Probability 24 (Hardback)

(author), (author)
£89.99
Hardback 476 Pages / Published: 15/12/2000
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket

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.
ISBN: 9780387951393
Number of pages: 476
Weight: 898 g
Dimensions: 235 x 155 x 28 mm
Edition: 2nd ed. 2001


MEDIA REVIEWS
"The second edition of this acclaimed book from Springer-Verlag has the latest theoretical and practical information on solving stochastic control problems. Including proofs and algorithms using diffusion, jump-diffusion, and other process models, the authors help make randomness a little less scary."
Amazon.com Delivers Mathematics and Statistics e-bulletin, July 2001

You may also be interested in...

Measurement
Added to basket
£16.95
Paperback
Analytic Methods in Sports
Added to basket
About Time
Added to basket
£10.99
Paperback
Mathematics for Economics and Finance
Added to basket
Financial Modeling
Added to basket
Networks: A Very Short Introduction
Added to basket
Why Cats Land on Their Feet
Added to basket
Chaos
Added to basket
£10.99
Paperback
The Economist Numbers Guide 6th Edition
Added to basket
Essential Medical Statistics
Added to basket

Please sign in to write a review

Your review has been submitted successfully.