Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability) Book + PRICE WATCH * Amazon pricing is not included in price watch

Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability) Book

This revised and expanded second edition presents a comprehensive development of effective numerical methods for the great majority of stochastic control (and uncontrolled) problems of current interest, with diffusion, jump-diffusion or reflected...Read More

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  • Foyles

    Stochastic control is a very active area of research. Showing the developments in the field, this monograph covers effective numerical methods for stochastic control...

  • Pickabook

    Harold J. Kushner, Paul G. Dupuis

  • 0387951393
  • 9780387951393
  • Harold J. Kushner, Paul G. Dupuis
  • 1 January 2001
  • Springer
  • Hardcover (Book)
  • 475
  • 2nd ed.
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