Numerical Methods for Stochastic Control Problems in Continuous Time: 24 (Stochastic Modelling and Applied Probability, 24) - Image 1

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

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

General Medical Issues

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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.

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Brand: Springer
Format: paperback
ASIN: 1461265312
Category: Books > Subjects > Health, Family & Lifestyle > Medical & Healthcare Practitioners > General Medical Issues
Domain: Amazon UK
Release Date: 27 November 2013
Listed Since: 22 April 2014

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

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