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

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£109.99
Hardback 476 Pages / Published: 15/12/2000
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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

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