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

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Management number 231715529 Release Date 2026/06/18 List Price $37.43 Model Number 231715529
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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. Read more

ISBN10 1461265312
ISBN13 978-1461265313
Edition Second Edition 2001
Language English
Publisher Springer
Dimensions 6.1 x 1.11 x 9.25 inches
Item Weight 1.5 pounds
Print length 488 pages
Part of series Stochastic Modelling and Applied Probability
Publication date November 27, 2013

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