Numerical Methods for Stochastic Control Problems in Continuous Time

Autori

• Harold S. Kushner
• Paul G. Dupuis

Parametri

• Libri di testo
• Matematica
• Natura
• Natura, animali

Maggiori informazioni sul libro

The second edition of this book expands on stochastic control and optimal stochastic control problems, introducing new material on deterministic issues and efficient algorithms. It explores various random process models, including diffusions and jump diffusions, and emphasizes both standard and innovative formulations in the field.

Lingua: Inglese

Pubblicato: 2000

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