<p>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.</p>

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

Kushner, Harold

Dupuis, Paul G.

Reference

Springer

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

Kushner, Harold J.

See the best price to sell, buy, or rent books by Dupuis, Paul G.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Dupuis, Paul G.

See the best price to sell, buy, or rent books by Dupuis, Paul G.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

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

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