Numerical Methods for Stochastic Control Problems in Continuous Time
Language: English
Published by Springer 2013-11, 2013
Series: Book 3 of 30 - Stochastic Modelling and Applied Probability
- Softcover
- New
Seller: Chiron Media, Wallingford, United KingdomChiron Media
5-star seller
AbeBooks seller since August 2, 2010
Softcover
Condition: New
US$ 117.96
US$ 20.99 shipping
Ships from United Kingdom to U.S.A.
Quantity: 10 available
Add to basketFree 30-day returns
Seller Inventory # 6666-IUK-9781461265313
- Title
- Numerical Methods for Stochastic Control Problems in Continuous Time
- Author
- Kushner, Harold
- Publisher
- Springer 2013-11
- Publication year
- 2013
- Condition
- New
- Binding
- PF
- Language
- English
- ISBN 10
- 1461265312
- ISBN 13
- 9781461265313
- Edition
- 2nd Edition
- Series
- Book 3 of 30: Stochastic Modelling and Applied Probability
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.
"Synopsis" may belong to another edition of this title.
Review
"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
Amazon.com Delivers Mathematics and Statistics e-bulletin, July 2001
"About the title" may belong to another edition of this title.
Chiron Media
Wallingford, United Kingdom
5-star seller
AbeBooks seller since August 2, 2010
Shipping rates from United Kingdom to U.S.A.
| Item | 14 to 21 business days | 14 to 21 business days |
|---|---|---|
| First item | US$ 20.99 | US$ 20.99 |
Payment methods
Seller's business information
WRAP Ltd
Unit 4, 119 Loverock Rd
Reading, United Kingdom RG30 1DZ
Terms of sale
TBA
Shipping terms
Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.