-
Anglický jazyk
Numerical Methods for Stochastic Control Problems in Continuous Time
Autor: Paul G. Dupuis
Stochastic control is a very active area of research. 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... Viac o knihe
Na objednávku
128.69 €
bežná cena: 142.99 €
O knihe
Stochastic control is a very active area of research. 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 and that of mathematical development. It is broadly accessible for graduate students and researchers.
- Vydavateľstvo: Springer New York
- Rok vydania: 2000
- Formát: Hardback
- Rozmer: 241 x 160 mm
- Jazyk: Anglický jazyk
- ISBN: 9780387951393
