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About this product
- DescriptionStochastic control is a very active area of research. Showing the developments in the field, this monograph covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is suitable for graduate students and researchers.
- Author(s)Harold J. Kushner,Paul Dupuis
- PublisherSpringer-Verlag New York Inc.
- Date of Publication15/12/2000
- Series TitleStochastic Modelling and Applied Probability
- Series Part/Volume Numberv. 24
- Place of PublicationNew York, NY
- Country of PublicationUnited States
- ImprintSpringer-Verlag New York Inc.
- Content Note10 black & white tables, biography
- Weight894 g
- Width155 mm
- Height235 mm
- Spine28 mm
- Edition Statement2nd ed. 2001
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