£70.72

Springer Numerical Methods for Stochastic Control Problems in Continuous Time: 24 (Stochastic Modelling and Applied Probability, 24)

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Description

Stochastic control is a very active area of research and 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 (algorithms and applications) and that of the mathematical development. It is broadly accessible for graduate students and researchers.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
27 November 2013
Listed Since
22 April 2014

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